+44.4%
XLU vs PTC
+0.6%
+43.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -1.0% |
| 7D | -1.2% | -14.2% | +13.1% | +0.4% |
| 30D | -2.5% | -14.4% | +11.9% | -1.0% |
| 3M | -2.7% | -4.7% | +2.0% | -2.6% |
| 6M | -7.5% | -19.3% | +11.9% | -5.4% |
| YTD | +0.9% | -26.1% | +27.1% | +4.4% |
| 1Y | +3.3% | -37.1% | +40.4% | +9.5% |
| 3Y | +47.3% | -10.4% | +57.7% | +44.1% |
| 5Y | +44.4% | +2.5% | +41.9% | +33.0% |
| All | +44.4% | +0.6% | +43.8% | +33.0% |
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