+277.9%
XME vs PTC
+315.4%
-37.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.4% | -2.1% |
| 7D | -0.2% | +1.3% | -1.4% | -0.6% |
| 30D | -9.2% | +1.1% | -10.2% | -9.5% |
| 3M | -17.8% | +30.1% | -47.9% | -26.5% |
| 6M | -20.0% | +34.0% | -54.1% | -30.3% |
| YTD | -6.6% | +12.8% | -19.4% | -13.6% |
| 1Y | +1.8% | +10.7% | -9.0% | -5.2% |
| 3Y | +98.7% | +29.6% | +69.1% | +68.5% |
| 5Y | +123.9% | +63.5% | +60.4% | +68.6% |
| 10Y | +277.9% | +316.7% | -38.8% | +94.2% |
| All | +277.9% | +315.4% | -37.5% | +94.2% |
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