+215.2%
XLY vs PTC
+205.0%
+10.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.3% |
| 7D | -1.7% | -7.3% | +5.6% | +1.0% |
| 30D | -4.2% | -11.6% | +7.4% | -0.1% |
| 3M | -2.7% | +10.5% | -13.1% | -7.1% |
| 6M | -0.6% | -17.8% | +17.2% | +5.0% |
| YTD | -5.0% | -24.9% | +19.9% | +3.6% |
| 1Y | -4.1% | -36.8% | +32.7% | +11.8% |
| 3Y | +33.6% | -8.7% | +42.3% | +31.7% |
| 5Y | +28.7% | +4.1% | +24.6% | +18.6% |
| All | +215.2% | +205.0% | +10.2% | +100.4% |
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