+388.1%
XYL vs PTC
+1,028.9%
-640.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.5% |
| 7D | +0.6% | +1.3% | -0.7% | +0.2% |
| 30D | -5.7% | +1.1% | -6.8% | -6.0% |
| 3M | -19.8% | +30.1% | -49.9% | -27.5% |
| 6M | -14.2% | +34.0% | -48.2% | -23.9% |
| YTD | -28.1% | +12.8% | -40.9% | -32.9% |
| 1Y | -35.0% | +10.7% | -45.7% | -39.0% |
| 3Y | +2.1% | +29.6% | -27.6% | -10.8% |
| 5Y | -22.1% | +63.5% | -85.7% | -37.8% |
| 10Y | +107.0% | +316.7% | -209.7% | +16.2% |
| All | +388.1% | +1,028.9% | -640.8% | +117.0% |
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