+67.3%
XOP vs PTC
+1,489.9%
-1,422.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -10.0% | +0.8% | -10.8% | -10.4% |
| 30D | -9.1% | +0.7% | -9.8% | -9.4% |
| 3M | +5.1% | +32.6% | -27.5% | -11.2% |
| 6M | +6.4% | +33.6% | -27.2% | -11.8% |
| YTD | +39.7% | +12.4% | +27.3% | +24.1% |
| 1Y | +37.2% | +11.2% | +26.0% | +22.4% |
| 3Y | +37.6% | +31.7% | +6.0% | +9.1% |
| 5Y | +76.5% | +60.1% | +16.4% | +22.2% |
| 10Y | +42.6% | +317.2% | -274.5% | -46.1% |
| All | +67.3% | +1,489.9% | -1,422.5% | -74.2% |
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