-10.8%
ALAB vs PTC
+43.9%
-54.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.0% | +6.3% |
| 7D | -26.3% | -0.2% | -26.0% | -26.3% |
| 30D | -50.1% | +0.8% | -50.9% | -50.1% |
| 3M | -42.5% | +32.1% | -74.6% | -39.2% |
| 6M | -10.8% | +42.6% | -53.5% | +8.7% |
| All | -10.8% | +43.9% | -54.7% | +8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling