+147.2%
AR vs PTC
+6.0%
+141.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | +1.3% |
| 7D | +2.5% | -10.3% | +12.8% | +6.1% |
| 30D | +14.8% | +1.1% | +13.7% | +14.0% |
| 3M | +6.2% | +1.6% | +4.6% | +4.8% |
| 6M | +4.3% | -13.5% | +17.8% | +8.7% |
| YTD | +14.4% | -19.1% | +33.4% | +21.8% |
| 1Y | +21.3% | -33.9% | +55.2% | +39.6% |
| 3Y | +39.8% | -3.9% | +43.7% | +33.3% |
| All | +147.2% | +6.0% | +141.2% | +135.4% |
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