+152.9%
XYL vs PTC
+206.2%
-53.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.5% | +8.5% | +4.8% |
| 7D | +1.8% | -12.8% | +14.6% | +6.5% |
| 30D | -9.2% | -9.8% | +0.6% | -6.2% |
| 3M | -0.3% | -2.1% | +1.8% | -0.9% |
| 6M | -11.0% | -18.1% | +7.1% | -6.1% |
| YTD | -19.2% | -23.5% | +4.3% | -12.9% |
| 1Y | -21.2% | -37.4% | +16.2% | -8.7% |
| 3Y | +18.6% | -7.2% | +25.8% | +16.2% |
| 5Y | -14.3% | +2.7% | -17.0% | -20.7% |
| All | +152.9% | +206.2% | -53.3% | +51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling