+112.7%
ADI vs PTC
-2.9%
+115.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.0% | +7.6% | +3.3% |
| 7D | +0.4% | -10.3% | +10.7% | +3.4% |
| 30D | -3.8% | +1.1% | -4.9% | -4.6% |
| 3M | -15.3% | +1.6% | -16.9% | -16.2% |
| 6M | +6.7% | -13.5% | +20.2% | +13.0% |
| YTD | +34.8% | -19.1% | +53.8% | +47.1% |
| 1Y | +49.0% | -33.9% | +82.9% | +81.9% |
| All | +112.7% | -2.9% | +115.6% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling