+1,117.4%
XLI vs PTC
+225.8%
+891.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.0% | +6.4% | +1.6% |
| 7D | -1.1% | -10.3% | +9.2% | +1.0% |
| 30D | -5.9% | +1.1% | -7.1% | -6.4% |
| 3M | -0.3% | +1.6% | -1.9% | -1.3% |
| 6M | +0.1% | -13.5% | +13.6% | +1.9% |
| YTD | +13.6% | -19.1% | +32.6% | +16.8% |
| 1Y | +17.2% | -33.9% | +51.1% | +25.3% |
| 3Y | +68.2% | -3.9% | +72.1% | +65.9% |
| 5Y | +80.7% | +6.0% | +74.7% | +73.0% |
| 10Y | +253.3% | +223.7% | +29.5% | +168.5% |
| All | +1,117.4% | +225.8% | +891.6% | +595.3% |
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