+122.4%
XME vs PTC
+55.4%
+67.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.5% |
| 3M | -14.8% | +32.6% | -47.4% | -21.7% |
| 6M | -18.4% | +33.6% | -51.9% | -25.7% |
| YTD | -4.7% | +12.4% | -17.1% | -7.9% |
| 1Y | +5.7% | +11.2% | -5.5% | +2.6% |
| 3Y | +104.0% | +31.7% | +72.3% | +76.6% |
| 5Y | +122.4% | +60.1% | +62.4% | +72.0% |
| All | +122.4% | +55.4% | +67.0% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling