+167.7%
XLB vs PTC
+326.2%
-158.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -1.4% | +0.8% | -2.2% | -1.6% |
| 30D | +7.1% | +0.7% | +6.4% | +6.9% |
| 3M | +0.6% | +32.6% | -32.0% | -8.7% |
| 6M | +3.5% | +33.6% | -30.1% | -7.2% |
| YTD | +18.2% | +12.4% | +5.8% | +11.4% |
| 1Y | +25.6% | +11.2% | +14.4% | +18.7% |
| 3Y | +46.7% | +31.7% | +15.0% | +27.8% |
| 5Y | +30.9% | +60.1% | -29.2% | +4.9% |
| 10Y | +167.7% | +317.2% | -149.4% | +52.7% |
| All | +167.7% | +326.2% | -158.4% | +52.7% |
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 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