+64.4%
XLF vs PTC
-0.9%
+65.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.5% |
| 7D | -1.0% | -13.6% | +12.5% | +3.0% |
| 30D | -1.3% | -14.7% | +13.4% | +2.9% |
| 3M | +9.1% | -5.9% | +15.0% | +9.9% |
| 6M | +14.4% | -21.1% | +35.5% | +21.4% |
| YTD | +5.1% | -26.0% | +31.1% | +13.6% |
| 1Y | +8.6% | -36.8% | +45.5% | +23.4% |
| 3Y | +74.4% | -10.3% | +84.7% | +70.5% |
| 5Y | +64.4% | +1.2% | +63.2% | +52.4% |
| All | +64.4% | -0.9% | +65.3% | +52.4% |
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