+1,472.6%
XLK vs PTC
+225.8%
+1,246.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.0% | +6.7% | +2.4% |
| 7D | +0.9% | -10.3% | +11.1% | +3.8% |
| 30D | +0.7% | +1.1% | -0.4% | +0.1% |
| 3M | -2.9% | +1.6% | -4.5% | -4.6% |
| 6M | +34.3% | -13.5% | +47.7% | +37.6% |
| YTD | +30.4% | -19.1% | +49.5% | +35.9% |
| 1Y | +43.4% | -33.9% | +77.2% | +57.8% |
| 3Y | +116.8% | -3.9% | +120.7% | +113.6% |
| 5Y | +144.0% | +6.0% | +138.0% | +132.6% |
| 10Y | +778.8% | +223.7% | +555.0% | +507.6% |
| All | +1,472.6% | +225.8% | +1,246.8% | +592.5% |
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