+436.9%
XME vs PTC
+196.2%
+240.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.6% | +0.6% |
| 7D | -0.2% | -13.6% | +13.3% | +5.0% |
| 30D | +1.4% | -14.7% | +16.1% | +7.0% |
| 3M | +2.7% | -5.9% | +8.6% | +3.1% |
| 6M | +6.5% | -21.1% | +27.6% | +13.9% |
| YTD | +15.2% | -26.0% | +41.2% | +25.6% |
| 1Y | +43.5% | -36.8% | +80.3% | +67.0% |
| 3Y | +135.9% | -10.3% | +146.1% | +130.5% |
| 5Y | +181.5% | +1.2% | +180.3% | +155.8% |
| 10Y | +436.9% | +198.3% | +238.6% | +202.4% |
| All | +436.9% | +196.2% | +240.7% | +202.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling