+37.6%
XOP vs PTC
+30.6%
+7.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -10.0% | +0.8% | -10.8% | -10.1% |
| 30D | -9.1% | +0.7% | -9.8% | -9.2% |
| 3M | +5.1% | +32.6% | -27.5% | -0.2% |
| 6M | +6.4% | +33.6% | -27.2% | +1.1% |
| YTD | +39.7% | +12.4% | +27.3% | +39.3% |
| 1Y | +37.2% | +11.2% | +26.0% | +37.2% |
| 3Y | +37.6% | +31.7% | +6.0% | +10.4% |
| All | +37.6% | +30.6% | +7.1% | +10.4% |
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 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