+191.6%
XOM vs PTC
+200.2%
-8.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.9% | -14.2% | +16.1% | +5.1% |
| 30D | +4.1% | -14.4% | +18.5% | +7.3% |
| 3M | +10.4% | -4.7% | +15.1% | +10.7% |
| 6M | +13.0% | -19.3% | +32.3% | +17.3% |
| YTD | +40.1% | -26.1% | +66.2% | +47.8% |
| 1Y | +51.1% | -37.1% | +88.2% | +65.4% |
| 3Y | +57.7% | -10.4% | +68.1% | +54.8% |
| 5Y | +264.7% | +2.5% | +262.3% | +238.5% |
| All | +191.6% | +200.2% | -8.6% | +109.0% |
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 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