+107.5%
ALL vs PTC
+32.2%
+75.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.5% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | +13.8% | +0.8% | +13.0% | +13.7% |
| 3M | -7.0% | +32.1% | -39.1% | -10.2% |
| 6M | +18.0% | +42.6% | -24.6% | +12.2% |
| YTD | +24.2% | +12.0% | +12.2% | +22.5% |
| 1Y | +31.2% | +12.2% | +19.0% | +29.3% |
| 3Y | +107.5% | +31.2% | +76.3% | +98.2% |
| All | +107.5% | +32.2% | +75.4% | +98.2% |
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