-20.6%
XYL vs PTC
-39.6%
+19.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.9% |
| 7D | +0.8% | -13.6% | +14.4% | +1.8% |
| 30D | -10.8% | -14.7% | +3.8% | -9.9% |
| 3M | -2.5% | -5.9% | +3.4% | -2.6% |
| 6M | -12.2% | -21.1% | +8.9% | -9.4% |
| YTD | -20.1% | -26.0% | +5.9% | -16.6% |
| 1Y | -20.6% | -36.8% | +16.2% | -13.2% |
| All | -20.6% | -39.6% | +19.0% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling