+528.0%
XRT vs PTC
+1,483.4%
-955.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -2.0% | -1.8% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | +7.9% | +0.8% | +7.2% | +7.6% |
| 3M | -0.2% | +32.1% | -32.3% | -12.6% |
| 6M | +5.6% | +42.6% | -37.1% | -11.7% |
| YTD | +5.7% | +12.0% | -6.3% | -3.3% |
| 1Y | +14.6% | +12.2% | +2.4% | +4.7% |
| 3Y | +50.7% | +31.2% | +19.5% | +26.7% |
| 5Y | -4.8% | +54.9% | -59.7% | -26.1% |
| 10Y | +152.6% | +343.1% | -190.5% | +14.4% |
| All | +528.0% | +1,483.4% | -955.3% | +34.6% |
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