+127.1%
XRT vs PTC
+223.7%
-96.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.0% | +7.0% | +3.1% |
| 7D | +0.8% | -10.3% | +11.1% | +4.5% |
| 30D | -4.2% | +1.1% | -5.3% | -5.0% |
| 3M | +5.1% | +1.6% | +3.5% | +3.1% |
| 6M | +2.4% | -13.5% | +15.9% | +6.1% |
| YTD | +3.2% | -19.1% | +22.2% | +9.2% |
| 1Y | +1.5% | -33.9% | +35.4% | +15.7% |
| 3Y | +40.6% | -3.9% | +44.5% | +36.5% |
| 5Y | -1.0% | +6.0% | -7.0% | -9.0% |
| All | +127.1% | +223.7% | -96.5% | +38.4% |
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