+64.7%
XLC vs PTC
+29.1%
+35.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +3.7% | +0.5% | +3.2% | +3.6% |
| 30D | -1.9% | +1.2% | -3.1% | -2.1% |
| 3M | -3.1% | +27.4% | -30.5% | -7.4% |
| 6M | -6.4% | +39.2% | -45.6% | -12.6% |
| YTD | -6.8% | +12.5% | -19.3% | -8.2% |
| 1Y | -1.7% | +12.3% | -14.0% | -3.2% |
| 3Y | +64.7% | +28.8% | +35.9% | +47.1% |
| All | +64.7% | +29.1% | +35.6% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling