+649.7%
XLU vs PTC
+207.9%
+441.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.4% | +1.4% |
| 7D | +2.1% | -12.8% | +14.9% | +3.5% |
| 30D | -0.4% | -9.8% | +9.4% | +0.6% |
| 3M | +0.5% | -2.1% | +2.5% | +0.3% |
| 6M | -5.8% | -18.1% | +12.3% | -4.4% |
| YTD | +3.1% | -23.5% | +26.7% | +5.3% |
| 1Y | +8.1% | -37.4% | +45.5% | +12.6% |
| 3Y | +50.5% | -7.2% | +57.8% | +49.5% |
| 5Y | +44.7% | +2.7% | +42.0% | +41.0% |
| 10Y | +136.8% | +203.4% | -66.6% | +102.2% |
| All | +649.7% | +207.9% | +441.9% | +424.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling