+3,646.0%
ALL vs PTC
+879.2%
+2,766.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.6% |
| 3M | -7.0% | +32.1% | -39.1% | -11.6% |
| 6M | +18.0% | +42.6% | -24.6% | +10.5% |
| YTD | +24.2% | +12.0% | +12.2% | +20.2% |
| 1Y | +31.2% | +12.2% | +19.0% | +26.9% |
| 3Y | +107.5% | +31.2% | +76.3% | +94.3% |
| 5Y | +144.8% | +54.9% | +89.9% | +120.8% |
| 10Y | +375.8% | +343.1% | +32.6% | +256.4% |
| All | +3,646.0% | +879.2% | +2,766.8% | +1,870.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling