+30.5%
ALL vs PTC
+10.9%
+19.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.5% | +2.9% |
| 7D | -0.1% | +1.3% | -1.4% | -0.2% |
| 30D | +13.8% | +1.1% | +12.7% | +13.7% |
| 3M | -2.8% | +30.1% | -32.9% | -4.5% |
| 6M | +23.7% | +34.0% | -10.4% | +19.9% |
| YTD | +27.3% | +12.8% | +14.5% | +28.1% |
| 1Y | +30.5% | +10.7% | +19.8% | +32.1% |
| All | +30.5% | +10.9% | +19.6% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling