+92.7%
XOP vs PTC
+60.7%
+32.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.0% |
| 7D | +6.3% | +0.5% | +5.9% | +6.2% |
| 30D | -6.6% | +1.2% | -7.8% | -6.9% |
| 3M | +3.6% | +27.4% | -23.8% | -3.4% |
| 6M | +10.8% | +39.2% | -28.4% | +0.1% |
| YTD | +48.3% | +12.5% | +35.8% | +43.0% |
| 1Y | +42.9% | +12.3% | +30.7% | +37.9% |
| 3Y | +43.3% | +28.8% | +14.5% | +26.0% |
| All | +92.7% | +60.7% | +32.0% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling