+45.4%
ADP vs PTC
+29.2%
+16.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.9% | +0.5% | +0.4% | +0.8% |
| 30D | +11.9% | +0.9% | +11.0% | +11.6% |
| 3M | +13.7% | +30.4% | -16.6% | +5.6% |
| 6M | +46.8% | +34.4% | +12.3% | +33.9% |
| YTD | +21.8% | +12.6% | +9.2% | +16.0% |
| 1Y | +23.5% | +10.2% | +13.3% | +18.2% |
| All | +45.4% | +29.2% | +16.2% | +28.5% |
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