+101.4%
XLP vs PTC
+224.0%
-122.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.2% | 0.0% |
| 7D | -1.0% | -10.3% | +9.2% | +0.4% |
| 30D | -0.9% | +1.1% | -2.0% | -1.2% |
| 3M | +3.8% | +1.6% | +2.2% | +3.2% |
| 6M | -1.7% | -13.5% | +11.7% | -0.3% |
| YTD | +10.3% | -19.1% | +29.3% | +12.8% |
| 1Y | +7.8% | -33.9% | +41.7% | +13.5% |
| 3Y | +27.2% | -3.9% | +31.1% | +24.6% |
| 5Y | +32.5% | +6.0% | +26.5% | +26.0% |
| All | +101.4% | +224.0% | -122.7% | +51.9% |
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