+53.4%
XOM vs PTC
-8.0%
+61.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.5% | +6.2% | +1.2% |
| 7D | -2.4% | -12.8% | +10.4% | -1.3% |
| 30D | +5.7% | -9.8% | +15.4% | +6.5% |
| 3M | +6.6% | -2.1% | +8.6% | +6.7% |
| 6M | +7.7% | -18.1% | +25.8% | +9.7% |
| YTD | +36.2% | -23.5% | +59.7% | +39.9% |
| 1Y | +50.5% | -37.4% | +87.9% | +59.3% |
| 3Y | +53.4% | -7.2% | +60.6% | +46.0% |
| All | +53.4% | -8.0% | +61.4% | +46.0% |
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 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