+988.3%
XLE vs PTC
+350.7%
+637.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.5% |
| 6M | +9.5% | +42.6% | -33.1% | +1.3% |
| YTD | +40.6% | +12.0% | +28.6% | +35.1% |
| 1Y | +43.6% | +12.2% | +31.4% | +38.0% |
| 3Y | +58.1% | +31.2% | +26.9% | +46.4% |
| 5Y | +152.2% | +54.9% | +97.3% | +124.1% |
| 10Y | +172.9% | +343.1% | -170.2% | +99.9% |
| All | +988.3% | +350.7% | +637.6% | +525.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling