+8.6%
XLRE vs PTC
+0.6%
+8.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -2.7% | -14.2% | +11.5% | +0.8% |
| 30D | -2.3% | -14.4% | +12.1% | +1.1% |
| 3M | -3.5% | -4.7% | +1.2% | -3.2% |
| 6M | +1.9% | -19.3% | +21.2% | +6.5% |
| YTD | +8.3% | -26.1% | +34.5% | +15.8% |
| 1Y | +6.4% | -37.1% | +43.4% | +18.9% |
| 3Y | +30.2% | -10.4% | +40.6% | +25.6% |
| 5Y | +8.6% | +2.5% | +6.1% | -3.9% |
| All | +8.6% | +0.6% | +8.0% | -3.9% |
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 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