+5.8%
XLU vs PTC
-33.3%
+39.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.2% | -0.3% |
| 7D | +0.8% | -10.3% | +11.1% | +0.2% |
| 30D | -1.3% | +1.1% | -2.5% | -1.2% |
| 3M | -1.3% | +1.6% | -2.9% | -1.0% |
| 6M | -7.6% | -13.5% | +5.8% | -7.1% |
| YTD | +2.3% | -19.1% | +21.3% | +3.1% |
| 1Y | +5.8% | -33.9% | +39.6% | +7.5% |
| All | +5.8% | -33.3% | +39.0% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling