+48.2%
XLU vs PTC
-10.6%
+58.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -1.0% |
| 7D | +0.6% | -13.6% | +14.2% | +1.3% |
| 30D | -0.4% | -14.7% | +14.2% | +0.2% |
| 3M | -1.7% | -5.9% | +4.2% | -1.5% |
| 6M | -7.1% | -21.1% | +14.0% | -5.4% |
| YTD | +1.9% | -26.0% | +28.0% | +4.5% |
| 1Y | +6.1% | -36.8% | +42.9% | +10.9% |
| All | +48.2% | -10.6% | +58.7% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling