+816.1%
XLB vs PTC
+350.7%
+465.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | +6.1% | +0.8% | +5.3% | +5.9% |
| 3M | 0.0% | +32.1% | -32.1% | -5.8% |
| 6M | 0.0% | +42.6% | -42.7% | -7.8% |
| YTD | +16.0% | +12.0% | +4.1% | +11.4% |
| 1Y | +24.7% | +12.2% | +12.6% | +19.7% |
| 3Y | +40.4% | +31.2% | +9.1% | +29.9% |
| 5Y | +30.7% | +54.9% | -24.2% | +16.5% |
| 10Y | +173.3% | +343.1% | -169.9% | +99.4% |
| All | +816.1% | +350.7% | +465.4% | +419.5% |
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