+42.0%
XLP vs PTC
+55.9%
-14.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +0.7% | -0.2% | +1.0% | +0.8% |
| 30D | +10.3% | +0.8% | +9.5% | +10.2% |
| 3M | +6.5% | +32.1% | -25.6% | +3.1% |
| 6M | +8.4% | +42.6% | -34.2% | +3.6% |
| YTD | +18.2% | +12.0% | +6.2% | +16.3% |
| 1Y | +22.4% | +12.2% | +10.3% | +20.4% |
| 3Y | +41.9% | +31.2% | +10.7% | +32.7% |
| All | +42.0% | +55.9% | -14.0% | +25.6% |
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