+82.8%
XLI vs PTC
+1.8%
+80.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +0.9% |
| 7D | +1.0% | -12.8% | +13.8% | +4.4% |
| 30D | -5.8% | -9.8% | +4.0% | -3.6% |
| 3M | +0.7% | -2.1% | +2.8% | +0.2% |
| 6M | +3.2% | -18.1% | +21.3% | +8.1% |
| YTD | +13.0% | -23.5% | +36.5% | +20.7% |
| 1Y | +16.8% | -37.4% | +54.1% | +33.0% |
| 3Y | +72.4% | -7.2% | +79.6% | +67.2% |
| 5Y | +82.8% | +2.7% | +80.1% | +66.8% |
| All | +82.8% | +1.8% | +80.9% | +66.8% |
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