+226.1%
XLI vs PTC
+312.5%
-86.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +3.8% | +0.5% | +3.3% | +3.6% |
| 30D | +1.0% | +1.2% | -0.2% | +0.7% |
| 3M | -8.9% | +27.4% | -36.3% | -16.4% |
| 6M | -2.3% | +39.2% | -41.5% | -13.6% |
| YTD | +9.7% | +12.5% | -2.8% | +3.2% |
| 1Y | +12.3% | +12.3% | 0.0% | +5.7% |
| 3Y | +71.5% | +28.8% | +42.6% | +50.7% |
| 5Y | +70.2% | +60.9% | +9.3% | +35.8% |
| All | +226.1% | +312.5% | -86.4% | +82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling