+211.6%
XOM vs PTC
+60.7%
+150.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +2.8% | +0.5% | +2.4% | +2.8% |
| 30D | -3.6% | +1.2% | -4.8% | -3.7% |
| 3M | +8.2% | +27.4% | -19.1% | +5.2% |
| 6M | +14.0% | +39.2% | -25.1% | +9.4% |
| YTD | +44.6% | +12.5% | +32.1% | +42.7% |
| 1Y | +47.8% | +12.3% | +35.5% | +45.9% |
| 3Y | +79.6% | +28.8% | +50.7% | +68.9% |
| All | +211.6% | +60.7% | +150.9% | +176.6% |
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