+568.3%
A vs PTC
+212.1%
+356.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -0.1% | -0.2% | +0.2% | 0.0% |
| 30D | +3.4% | +0.8% | +2.6% | +3.1% |
| 3M | +23.8% | +32.1% | -8.3% | +10.2% |
| 6M | +49.0% | +42.6% | +6.4% | +27.5% |
| YTD | +29.4% | +12.0% | +17.4% | +19.7% |
| 1Y | +19.4% | +12.2% | +7.2% | +10.4% |
| 3Y | +66.2% | +31.2% | +35.0% | +43.1% |
| 5Y | +15.8% | +54.9% | -39.1% | -6.8% |
| 10Y | +326.1% | +343.1% | -17.1% | +124.9% |
| All | +568.3% | +212.1% | +356.2% | +153.3% |
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 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