+149.9%
XLE vs PTC
+55.9%
+94.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | -12.0% | -0.2% | -11.8% | -12.0% |
| 30D | -2.7% | +0.8% | -3.5% | -2.9% |
| 3M | +6.6% | +32.1% | -25.5% | +1.2% |
| 6M | +9.5% | +42.6% | -33.1% | +2.0% |
| YTD | +40.6% | +12.0% | +28.6% | +37.7% |
| 1Y | +43.6% | +12.2% | +31.4% | +40.5% |
| 3Y | +58.1% | +31.2% | +26.9% | +44.9% |
| All | +149.9% | +55.9% | +94.0% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling