+141.2%
ADI vs PTC
+1.8%
+139.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +2.5% |
| 7D | +2.4% | -12.8% | +15.2% | +8.1% |
| 30D | -6.6% | -9.8% | +3.2% | -3.1% |
| 3M | -9.8% | -2.1% | -7.7% | -11.0% |
| 6M | +15.7% | -18.1% | +33.8% | +24.0% |
| YTD | +35.1% | -23.5% | +58.6% | +49.5% |
| 1Y | +47.7% | -37.4% | +85.1% | +82.7% |
| 3Y | +114.5% | -7.2% | +121.7% | +101.9% |
| 5Y | +141.2% | +2.7% | +138.6% | +103.7% |
| All | +141.2% | +1.8% | +139.4% | +103.7% |
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