+393.1%
XYL vs PTC
+1,020.4%
-627.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.5% | -2.3% |
| 7D | +5.9% | -0.2% | +6.1% | +5.9% |
| 30D | -3.9% | +0.8% | -4.7% | -4.2% |
| 3M | -18.7% | +32.1% | -50.8% | -26.9% |
| 6M | -16.9% | +42.6% | -59.5% | -28.0% |
| YTD | -27.4% | +12.0% | -39.3% | -32.1% |
| 1Y | -34.0% | +12.2% | -46.2% | -38.4% |
| 3Y | +5.6% | +31.2% | -25.6% | -8.1% |
| 5Y | -20.6% | +54.9% | -75.4% | -35.5% |
| 10Y | +133.4% | +343.1% | -209.7% | +28.9% |
| All | +393.1% | +1,020.4% | -627.3% | +119.7% |
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