+127.4%
ADI vs PTC
+32.2%
+95.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -12.8% | -0.2% | -12.6% | -12.8% |
| 30D | -11.3% | +0.8% | -12.1% | -11.5% |
| 3M | -3.4% | +32.1% | -35.5% | -9.3% |
| 6M | -12.0% | +42.6% | -54.6% | -20.1% |
| YTD | +35.3% | +12.0% | +23.3% | +37.5% |
| 1Y | +58.1% | +12.2% | +45.9% | +60.4% |
| 3Y | +127.4% | +31.2% | +96.1% | +80.4% |
| All | +127.4% | +32.2% | +95.2% | +80.4% |
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