+257.6%
ALAB vs PTC
+4.6%
+253.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +16.3% | +0.5% | +15.8% | +16.1% |
| 30D | -26.1% | +1.2% | -27.3% | -26.4% |
| 3M | -31.3% | +27.4% | -58.6% | -37.7% |
| 6M | -1.0% | +39.2% | -40.2% | -15.2% |
| YTD | +33.3% | +12.5% | +20.8% | +37.3% |
| 1Y | +53.5% | +12.3% | +41.3% | +58.2% |
| All | +257.6% | +4.6% | +253.0% | +272.5% |
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 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