+45.3%
XOP vs PTC
+0.1%
+45.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -7.0% | -6.4% |
| 7D | -10.5% | +0.1% | -10.6% | -10.5% |
| 30D | -4.3% | +1.5% | -5.9% | -4.4% |
| 3M | +4.7% | +37.8% | -33.1% | +4.5% |
| 6M | -0.1% | +41.2% | -41.3% | +0.9% |
| YTD | +43.8% | +12.0% | +31.8% | +43.4% |
| 1Y | +45.3% | +1.6% | +43.6% | +45.7% |
| All | +45.3% | +0.1% | +45.2% | +45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling