+101.0%
AR vs PTC
+62.5%
+38.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.3% | +1.3% |
| 7D | +6.4% | +0.8% | +5.6% | +6.2% |
| 30D | +3.1% | +1.2% | +1.9% | +2.8% |
| 3M | +3.3% | +32.6% | -29.3% | -5.6% |
| 6M | +6.6% | +36.1% | -29.5% | -3.8% |
| YTD | +12.3% | +12.7% | -0.3% | +7.8% |
| 1Y | +12.3% | +10.2% | +2.2% | +8.6% |
| 3Y | +50.4% | +29.4% | +21.0% | +31.9% |
| 5Y | +101.0% | +61.1% | +39.9% | +56.9% |
| All | +101.0% | +62.5% | +38.5% | +56.9% |
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