+59.0%
XLF vs PTC
+61.7%
-2.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +1.9% | +1.3% | +0.6% | +1.6% |
| 30D | +6.5% | +1.1% | +5.4% | +6.2% |
| 3M | +1.2% | +30.1% | -29.0% | -6.0% |
| 6M | +14.6% | +34.0% | -19.5% | +4.9% |
| YTD | +7.7% | +12.8% | -5.1% | +3.8% |
| 1Y | +11.8% | +10.7% | +1.0% | +8.3% |
| 3Y | +80.1% | +29.6% | +50.4% | +59.8% |
| 5Y | +59.0% | +63.5% | -4.6% | +26.7% |
| All | +59.0% | +61.7% | -2.7% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling