+133.1%
XLC vs PTC
+101.7%
+31.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.0% | +2.3% |
| 7D | +7.1% | +0.8% | +6.3% | +6.8% |
| 30D | -2.7% | +0.7% | -3.5% | -2.9% |
| 3M | -3.2% | +32.6% | -35.8% | -13.1% |
| 6M | -7.7% | +33.6% | -41.2% | -18.1% |
| YTD | -8.0% | +12.4% | -20.4% | -13.8% |
| 1Y | -3.1% | +11.2% | -14.3% | -8.9% |
| 3Y | +64.9% | +31.7% | +33.2% | +41.3% |
| 5Y | +39.5% | +60.1% | -20.5% | +9.1% |
| All | +133.1% | +101.7% | +31.5% | +46.5% |
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 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