+133.6%
XLC vs PTC
+102.0%
+31.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | +3.1% | +0.8% | +2.2% | +2.8% |
| 30D | -4.2% | +1.2% | -5.4% | -4.5% |
| 3M | -2.1% | +32.6% | -34.7% | -12.2% |
| 6M | -6.6% | +36.1% | -42.7% | -17.7% |
| YTD | -7.8% | +12.7% | -20.4% | -13.7% |
| 1Y | -4.1% | +10.2% | -14.2% | -9.6% |
| 3Y | +62.6% | +29.4% | +33.2% | +40.3% |
| 5Y | +39.6% | +61.1% | -21.5% | +9.0% |
| All | +133.6% | +102.0% | +31.5% | +46.6% |
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