+133.5%
XME vs PTC
-2.9%
+136.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | +1.3% |
| 7D | -0.1% | -10.3% | +10.2% | +1.9% |
| 30D | +6.0% | +1.1% | +4.8% | +5.5% |
| 3M | -7.7% | +1.6% | -9.3% | -8.2% |
| 6M | +1.0% | -13.5% | +14.4% | +5.3% |
| YTD | +14.6% | -19.1% | +33.7% | +22.1% |
| 1Y | +46.0% | -33.9% | +79.8% | +67.7% |
| All | +133.5% | -2.9% | +136.4% | +111.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling