+246.5%
XLF vs PTC
+200.2%
+46.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.9% | -14.2% | +11.3% | +1.7% |
| 30D | -1.6% | -14.4% | +12.8% | +2.9% |
| 3M | +9.3% | -4.7% | +14.0% | +9.6% |
| 6M | +14.6% | -19.3% | +33.9% | +20.8% |
| YTD | +4.7% | -26.1% | +30.8% | +13.3% |
| 1Y | +8.6% | -37.1% | +45.7% | +23.5% |
| 3Y | +73.9% | -10.4% | +84.2% | +72.2% |
| 5Y | +65.0% | +2.5% | +62.6% | +53.1% |
| All | +246.5% | +200.2% | +46.3% | +112.7% |
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