+42.7%
XLP vs PTC
+59.6%
-16.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +3.5% | -0.1% | +3.6% | +3.5% |
| 30D | +11.6% | +0.8% | +10.7% | +11.5% |
| 3M | +7.6% | +39.6% | -31.9% | +3.5% |
| 6M | +10.0% | +41.5% | -31.5% | +5.2% |
| YTD | +19.7% | +11.7% | +8.0% | +17.8% |
| 1Y | +23.5% | +2.4% | +21.0% | +22.9% |
| 3Y | +44.0% | +31.9% | +12.0% | +34.5% |
| 5Y | +42.7% | +54.5% | -11.8% | +26.2% |
| All | +42.7% | +59.6% | -16.9% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling