+75.2%
XLF vs PTC
-8.0%
+83.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | -0.1% |
| 7D | +0.2% | -12.8% | +13.0% | +3.3% |
| 30D | -0.5% | -9.8% | +9.3% | +1.6% |
| 3M | +10.6% | -2.1% | +12.7% | +10.3% |
| 6M | +14.3% | -18.1% | +32.4% | +19.6% |
| YTD | +5.5% | -23.5% | +29.0% | +12.5% |
| 1Y | +9.6% | -37.4% | +46.9% | +23.9% |
| 3Y | +75.2% | -7.2% | +82.4% | +61.5% |
| All | +75.2% | -8.0% | +83.2% | +61.5% |
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