+145.0%
ALL vs PTC
+55.9%
+89.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.9% |
| 6M | +18.0% | +42.6% | -24.6% | +11.2% |
| YTD | +24.2% | +12.0% | +12.2% | +21.5% |
| 1Y | +31.2% | +12.2% | +19.0% | +28.2% |
| 3Y | +107.5% | +31.2% | +76.3% | +94.1% |
| All | +145.0% | +55.9% | +89.1% | +115.0% |
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