+88.2%
XLRE vs PTC
+205.0%
-116.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.5% |
| 7D | -1.2% | -7.3% | +6.1% | +0.6% |
| 30D | -2.4% | -11.6% | +9.2% | +0.4% |
| 3M | -2.5% | +10.5% | -13.0% | -5.5% |
| 6M | +4.0% | -17.8% | +21.8% | +7.9% |
| YTD | +9.3% | -24.9% | +34.2% | +15.8% |
| 1Y | +5.6% | -36.8% | +42.4% | +16.9% |
| 3Y | +31.3% | -8.7% | +40.0% | +28.9% |
| 5Y | +9.5% | +4.1% | +5.4% | +2.0% |
| All | +88.2% | +205.0% | -116.8% | +36.0% |
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