+52.3%
XOM vs PTC
-36.4%
+88.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.5% |
| 7D | +4.1% | -7.3% | +11.3% | +3.9% |
| 30D | +4.6% | -11.6% | +16.2% | +4.3% |
| 3M | +14.0% | +10.5% | +3.5% | +14.6% |
| 6M | +11.0% | -17.8% | +28.8% | +9.9% |
| YTD | +40.7% | -24.9% | +65.6% | +39.3% |
| 1Y | +52.3% | -36.8% | +89.1% | +51.0% |
| All | +52.3% | -36.4% | +88.8% | +51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling