-1.7%
XLC vs PTC
-38.1%
+36.4%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +0.1% |
| 7D | +0.6% | -12.8% | +13.4% | +2.0% |
| 30D | +0.2% | -9.8% | +10.0% | +1.2% |
| 3M | +0.6% | -2.1% | +2.7% | +0.3% |
| 6M | -4.5% | -18.1% | +13.6% | -2.6% |
| YTD | -4.7% | -23.5% | +18.8% | -2.0% |
| 1Y | -1.7% | -37.4% | +35.7% | +3.4% |
| All | -1.7% | -38.1% | +36.4% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling