+127.5%
XLC vs PTC
+100.8%
+26.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +4.9% | -0.2% | +5.1% | +5.0% |
| 30D | -5.8% | +0.8% | -6.6% | -6.0% |
| 3M | -5.4% | +32.1% | -37.5% | -15.1% |
| 6M | -10.2% | +42.6% | -52.8% | -22.3% |
| YTD | -10.2% | +12.0% | -22.1% | -15.7% |
| 1Y | -5.6% | +12.2% | -17.8% | -11.6% |
| 3Y | +61.0% | +31.2% | +29.8% | +38.1% |
| 5Y | +35.2% | +54.9% | -19.6% | +6.9% |
| All | +127.5% | +100.8% | +26.7% | +43.1% |
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 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