-27.6%
AR vs PTC
+598.2%
-625.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.0% |
| 7D | -5.8% | +1.3% | -7.0% | -6.2% |
| 30D | +4.8% | +1.1% | +3.7% | +4.4% |
| 3M | +1.5% | +30.1% | -28.6% | -11.0% |
| 6M | +4.7% | +34.0% | -29.3% | -10.3% |
| YTD | +9.2% | +12.8% | -3.6% | -0.1% |
| 1Y | +11.2% | +10.7% | +0.4% | +2.4% |
| 3Y | +46.2% | +29.6% | +16.6% | +21.6% |
| 5Y | +98.1% | +63.5% | +34.5% | +43.5% |
| 10Y | +54.5% | +316.7% | -262.1% | -28.2% |
| All | -27.6% | +598.2% | -625.9% | -67.5% |
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