+142.5%
XLC vs PTC
+45.2%
+97.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.8% | +0.9% |
| 7D | -0.8% | -10.3% | +9.4% | +2.8% |
| 30D | +1.0% | +1.1% | -0.1% | +0.3% |
| 3M | -0.7% | +1.6% | -2.3% | -2.3% |
| 6M | -5.1% | -13.5% | +8.3% | -1.6% |
| YTD | -4.3% | -19.1% | +14.8% | +1.3% |
| 1Y | -0.6% | -33.9% | +33.3% | +12.9% |
| 3Y | +72.7% | -3.9% | +76.6% | +66.2% |
| 5Y | +38.0% | +6.0% | +32.0% | +25.1% |
| All | +142.5% | +45.2% | +97.3% | +72.0% |
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