+899.8%
XLV vs PTC
+207.9%
+691.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.5% | +3.0% | -1.7% |
| 7D | -2.6% | -12.8% | +10.1% | -0.7% |
| 30D | +0.9% | -9.8% | +10.7% | +2.3% |
| 3M | +10.0% | -2.1% | +12.0% | +9.8% |
| 6M | +10.4% | -18.1% | +28.5% | +13.0% |
| YTD | +8.9% | -23.5% | +32.4% | +12.4% |
| 1Y | +23.4% | -37.4% | +60.7% | +30.9% |
| 3Y | +33.1% | -7.2% | +40.3% | +32.1% |
| 5Y | +33.3% | +2.7% | +30.6% | +29.1% |
| 10Y | +170.8% | +203.4% | -32.6% | +119.5% |
| All | +899.8% | +207.9% | +691.9% | +526.2% |
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