+37,071.2%
ADI vs PTC
+6,346.6%
+30,724.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.0% | +7.6% | +3.5% |
| 7D | +0.4% | -10.3% | +10.7% | +3.7% |
| 30D | -3.8% | +1.1% | -4.9% | -4.5% |
| 3M | -15.3% | +1.6% | -16.9% | -17.0% |
| 6M | +6.7% | -13.5% | +20.2% | +9.1% |
| YTD | +34.8% | -19.1% | +53.8% | +40.1% |
| 1Y | +49.0% | -33.9% | +82.9% | +64.9% |
| 3Y | +108.1% | -3.9% | +112.0% | +103.9% |
| 5Y | +142.4% | +6.0% | +136.4% | +129.3% |
| 10Y | +589.9% | +223.7% | +366.2% | +352.5% |
| All | +37,071.2% | +6,346.6% | +30,724.5% | +8,242.1% |
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