+15.0%
XLI vs PTC
-36.9%
+51.8%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -1.5% |
| 7D | -0.6% | -13.6% | +13.0% | -0.8% |
| 30D | -6.9% | -14.7% | +7.7% | -7.1% |
| 3M | -1.9% | -5.9% | +4.0% | -1.8% |
| 6M | +1.0% | -21.1% | +22.2% | +3.7% |
| YTD | +11.3% | -26.0% | +37.3% | +16.2% |
| All | +15.0% | -36.9% | +51.8% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling