+365.7%
ALAB vs PTC
-28.9%
+394.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.5% | -1.4% | -4.3% |
| 7D | +3.2% | -12.8% | +16.0% | +9.9% |
| 30D | -13.6% | -9.8% | -3.8% | -9.8% |
| 3M | -16.6% | -2.1% | -14.5% | -17.5% |
| 6M | +142.3% | -18.1% | +160.4% | +175.4% |
| YTD | +73.6% | -23.5% | +97.1% | +110.7% |
| 1Y | +33.7% | -37.4% | +71.0% | +100.2% |
| All | +365.7% | -28.9% | +394.5% | +471.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling