+80.1%
XLF vs PTC
+31.6%
+48.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +1.9% | +1.3% | +0.6% | +1.7% |
| 30D | +6.5% | +1.1% | +5.4% | +6.3% |
| 3M | +1.2% | +30.1% | -29.0% | -3.7% |
| 6M | +14.6% | +34.0% | -19.5% | +8.0% |
| YTD | +7.7% | +12.8% | -5.1% | +6.4% |
| 1Y | +11.8% | +10.7% | +1.0% | +10.9% |
| 3Y | +80.1% | +29.6% | +50.4% | +60.8% |
| All | +80.1% | +31.6% | +48.4% | +60.8% |
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