-12.0%
A vs PTC
+6.0%
-18.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.6% | +2.9% |
| 7D | -1.9% | -10.3% | +8.3% | +2.0% |
| 30D | +6.9% | +1.1% | +5.8% | +6.1% |
| 3M | +9.2% | +1.6% | +7.6% | +7.5% |
| 6M | +25.7% | -13.5% | +39.1% | +31.7% |
| YTD | +11.5% | -19.1% | +30.6% | +20.0% |
| 1Y | +18.4% | -33.9% | +52.2% | +39.1% |
| 3Y | +26.6% | -3.9% | +30.5% | +18.9% |
| All | -12.0% | +6.0% | -18.1% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling