+788.5%
XLK vs PTC
+205.0%
+583.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.7% |
| 7D | +0.2% | -7.3% | +7.5% | +3.3% |
| 30D | -0.6% | -11.6% | +11.0% | +4.2% |
| 3M | +2.6% | +10.5% | -7.9% | -3.3% |
| 6M | +34.0% | -17.8% | +51.8% | +42.2% |
| YTD | +30.7% | -24.9% | +55.6% | +44.0% |
| 1Y | +39.2% | -36.8% | +76.0% | +65.6% |
| 3Y | +120.4% | -8.7% | +129.1% | +116.2% |
| 5Y | +148.8% | +4.1% | +144.7% | +125.9% |
| All | +788.5% | +205.0% | +583.5% | +414.3% |
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 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