+425.1%
XLF vs PTC
+353.4%
+71.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +1.2% | +0.8% | +0.4% | +1.0% |
| 30D | +6.2% | +1.2% | +5.0% | +5.9% |
| 3M | +0.9% | +32.6% | -31.8% | -6.8% |
| 6M | +13.6% | +36.1% | -22.4% | +3.8% |
| YTD | +7.6% | +12.7% | -5.1% | +2.2% |
| 1Y | +10.2% | +10.2% | 0.0% | +5.1% |
| 3Y | +79.8% | +29.4% | +50.4% | +63.5% |
| 5Y | +58.0% | +61.1% | -3.1% | +35.1% |
| 10Y | +222.8% | +317.1% | -94.3% | +115.1% |
| All | +425.1% | +353.4% | +71.7% | +142.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling