+1,101.4%
XLY vs PTC
+197.8%
+903.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +1.9% | -0.7% |
| 7D | -2.1% | -13.6% | +11.5% | +0.8% |
| 30D | -6.0% | -14.7% | +8.6% | -3.1% |
| 3M | -2.7% | -5.9% | +3.1% | -2.2% |
| 6M | -1.5% | -21.1% | +19.7% | +2.4% |
| YTD | -5.4% | -26.0% | +20.6% | -0.6% |
| 1Y | -3.8% | -36.8% | +33.0% | +4.3% |
| 3Y | +36.6% | -10.3% | +46.9% | +37.2% |
| 5Y | +27.4% | +1.2% | +26.2% | +24.4% |
| 10Y | +218.2% | +198.3% | +19.9% | +149.4% |
| All | +1,101.4% | +197.8% | +903.6% | +584.3% |
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