+4,261.5%
XOM vs PTC
+6,346.6%
-2,085.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.0% | +4.3% | -1.1% |
| 7D | +1.8% | -10.3% | +12.0% | +2.9% |
| 30D | +5.9% | +1.1% | +4.7% | +5.6% |
| 3M | +5.6% | +1.6% | +4.0% | +5.1% |
| 6M | +7.9% | -13.5% | +21.3% | +9.0% |
| YTD | +35.2% | -19.1% | +54.2% | +37.3% |
| 1Y | +46.0% | -33.9% | +79.9% | +51.3% |
| 3Y | +55.0% | -3.9% | +58.9% | +53.6% |
| 5Y | +246.3% | +6.0% | +240.3% | +236.8% |
| 10Y | +181.0% | +223.7% | -42.8% | +141.4% |
| All | +4,261.5% | +6,346.6% | -2,085.1% | +2,625.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling