+15.5%
A vs PTC
-38.1%
+53.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.5% | +2.8% | -1.9% |
| 7D | -2.1% | -12.8% | +10.7% | -0.2% |
| 30D | +0.6% | -9.8% | +10.4% | +2.0% |
| 3M | +10.9% | -2.1% | +12.9% | +11.8% |
| 6M | +28.2% | -18.1% | +46.3% | +34.4% |
| YTD | +8.6% | -23.5% | +32.1% | +16.6% |
| 1Y | +15.5% | -37.4% | +52.9% | +35.5% |
| All | +15.5% | -38.1% | +53.6% | +35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling