+35.2%
XOP vs PTC
-2.9%
+38.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.2% | +0.4% |
| 7D | +2.6% | -10.3% | +12.8% | +4.9% |
| 30D | +15.4% | +1.1% | +14.3% | +14.9% |
| 3M | +12.1% | +1.6% | +10.5% | +11.5% |
| 6M | +19.7% | -13.5% | +33.2% | +24.2% |
| YTD | +52.4% | -19.1% | +71.4% | +61.0% |
| 1Y | +47.6% | -33.9% | +81.4% | +66.8% |
| All | +35.2% | -2.9% | +38.0% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling