+14.3%
A vs PTC
+60.7%
-46.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -0.5% | +0.5% | -0.9% | -0.6% |
| 30D | 0.0% | +1.2% | -1.2% | -0.4% |
| 3M | +16.7% | +27.4% | -10.7% | +6.3% |
| 6M | +54.8% | +39.2% | +15.6% | +34.8% |
| YTD | +28.8% | +12.5% | +16.3% | +22.4% |
| 1Y | +19.3% | +12.3% | +7.0% | +13.4% |
| 3Y | +65.5% | +28.8% | +36.7% | +39.6% |
| All | +14.3% | +60.7% | -46.4% | -16.3% |
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 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