+82.5%
XOP vs PTC
+1,044.6%
-962.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.2% | +2.0% |
| 7D | +2.6% | -10.3% | +12.8% | +7.8% |
| 30D | +15.4% | +1.1% | +14.3% | +14.3% |
| 3M | +12.1% | +1.6% | +10.5% | +9.1% |
| 6M | +19.7% | -13.5% | +33.2% | +24.9% |
| YTD | +52.4% | -19.1% | +71.4% | +63.1% |
| 1Y | +47.6% | -33.9% | +81.4% | +73.7% |
| 3Y | +34.4% | -3.9% | +38.3% | +27.0% |
| 5Y | +154.4% | +6.0% | +148.4% | +120.6% |
| 10Y | +54.7% | +223.7% | -169.1% | -32.6% |
| All | +82.5% | +1,044.6% | -962.1% | -66.1% |
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