+4,543.5%
XOM vs PTC
+8,871.4%
-4,327.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | +2.7% | +0.8% | +1.9% | +2.6% |
| 30D | -2.5% | +1.2% | -3.7% | -2.6% |
| 3M | +7.0% | +32.6% | -25.6% | +3.2% |
| 6M | +14.2% | +36.1% | -21.9% | +9.7% |
| YTD | +43.9% | +12.7% | +31.3% | +40.5% |
| 1Y | +47.9% | +10.2% | +37.7% | +44.7% |
| 3Y | +80.6% | +29.4% | +51.1% | +72.6% |
| 5Y | +212.8% | +61.1% | +151.7% | +190.0% |
| 10Y | +202.6% | +317.1% | -114.5% | +151.7% |
| All | +4,543.5% | +8,871.4% | -4,327.9% | +2,688.4% |
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