+104.0%
XME vs PTC
+30.6%
+73.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.4% |
| 7D | +0.9% | +0.8% | +0.1% | +0.8% |
| 30D | -7.3% | +0.7% | -8.0% | -7.4% |
| 3M | -14.8% | +32.6% | -47.4% | -18.5% |
| 6M | -18.4% | +33.6% | -51.9% | -21.7% |
| YTD | -4.7% | +12.4% | -17.1% | -3.6% |
| 1Y | +5.7% | +11.2% | -5.5% | +7.4% |
| 3Y | +104.0% | +31.7% | +72.3% | +71.8% |
| All | +104.0% | +30.6% | +73.4% | +71.8% |
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