+8.5%
XLRE vs PTC
+60.7%
-52.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.8% | +0.5% | +0.4% | +0.8% |
| 30D | +6.9% | +1.2% | +5.7% | +6.7% |
| 3M | -0.8% | +27.4% | -28.2% | -6.3% |
| 6M | +2.1% | +39.2% | -37.1% | -6.2% |
| YTD | +12.6% | +12.5% | +0.1% | +9.3% |
| 1Y | +12.5% | +12.3% | +0.2% | +9.2% |
| 3Y | +44.2% | +28.8% | +15.4% | +28.4% |
| All | +8.5% | +60.7% | -52.1% | -12.8% |
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