+432.8%
XYL vs PTC
+710.0%
-277.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.0% | +4.0% | -0.1% |
| 7D | -5.0% | -10.3% | +5.2% | -1.7% |
| 30D | -13.2% | +1.1% | -14.4% | -13.8% |
| 3M | -3.7% | +1.6% | -5.3% | -5.2% |
| 6M | -17.7% | -13.5% | -4.2% | -15.0% |
| YTD | -21.5% | -19.1% | -2.5% | -17.3% |
| 1Y | -24.5% | -33.9% | +9.4% | -15.1% |
| 3Y | +6.9% | -3.9% | +10.8% | +4.3% |
| 5Y | -18.1% | +6.0% | -24.1% | -24.0% |
| 10Y | +134.7% | +223.7% | -89.0% | +45.5% |
| All | +432.8% | +710.0% | -277.2% | +167.5% |
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