+1,090.8%
XLI vs PTC
+353.2%
+737.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.9% | +0.5% | +0.4% | +0.8% |
| 30D | +1.1% | +0.9% | +0.2% | +0.9% |
| 3M | -7.7% | +30.4% | -38.1% | -13.4% |
| 6M | -1.8% | +34.4% | -36.2% | -9.0% |
| YTD | +11.1% | +12.6% | -1.5% | +6.1% |
| 1Y | +12.1% | +10.2% | +1.9% | +7.5% |
| 3Y | +73.8% | +29.4% | +44.5% | +60.3% |
| 5Y | +73.8% | +63.7% | +10.0% | +51.6% |
| 10Y | +231.7% | +316.9% | -85.2% | +137.4% |
| All | +1,090.8% | +353.2% | +737.6% | +531.4% |
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 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