+68.7%
XOP vs PTC
+1,495.4%
-1,426.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.6% |
| 7D | -8.4% | +1.3% | -9.6% | -8.9% |
| 30D | -8.4% | +1.1% | -9.4% | -8.8% |
| 3M | +0.2% | +30.1% | -30.0% | -14.6% |
| 6M | +7.2% | +34.0% | -26.8% | -11.2% |
| YTD | +40.8% | +12.8% | +28.0% | +24.9% |
| 1Y | +36.3% | +10.7% | +25.5% | +21.9% |
| 3Y | +37.2% | +29.6% | +7.5% | +9.6% |
| 5Y | +86.6% | +63.5% | +23.1% | +27.7% |
| 10Y | +44.0% | +316.7% | -272.6% | -45.5% |
| All | +68.7% | +1,495.4% | -1,426.7% | -74.0% |
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