+117.5%
XLK vs PTC
-10.7%
+128.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -0.4% | -14.2% | +13.8% | +3.9% |
| 30D | -0.5% | -14.4% | +14.0% | +3.8% |
| 3M | +5.0% | -4.7% | +9.7% | +5.4% |
| 6M | +32.9% | -19.3% | +52.2% | +42.6% |
| YTD | +29.0% | -26.1% | +55.1% | +43.6% |
| 1Y | +37.8% | -37.1% | +74.9% | +65.1% |
| All | +117.5% | -10.7% | +128.2% | +104.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling