+261.8%
XOM vs PTC
-0.9%
+262.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +2.6% |
| 7D | 0.0% | -13.6% | +13.6% | +1.9% |
| 30D | +3.4% | -14.7% | +18.1% | +5.4% |
| 3M | +11.0% | -5.9% | +16.9% | +11.5% |
| 6M | +10.6% | -21.1% | +31.7% | +13.8% |
| YTD | +39.2% | -26.0% | +65.2% | +44.4% |
| 1Y | +52.7% | -36.8% | +89.6% | +62.6% |
| 3Y | +56.8% | -10.3% | +67.0% | +53.4% |
| 5Y | +261.8% | +1.2% | +260.6% | +244.8% |
| All | +261.8% | -0.9% | +262.7% | +244.8% |
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 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