+135.9%
XLU vs PTC
+205.0%
-69.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -1.6% | -7.3% | +5.7% | -0.6% |
| 30D | -3.3% | -11.6% | +8.3% | -1.8% |
| 3M | -3.2% | +10.5% | -13.6% | -4.9% |
| 6M | -7.0% | -17.8% | +10.9% | -5.0% |
| YTD | +0.6% | -24.9% | +25.6% | +4.0% |
| 1Y | +2.4% | -36.8% | +39.3% | +8.7% |
| 3Y | +46.3% | -8.7% | +55.0% | +44.3% |
| 5Y | +44.0% | +4.1% | +39.9% | +37.1% |
| All | +135.9% | +205.0% | -69.1% | +86.7% |
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