-24.2%
AR vs PTC
+401.0%
-425.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | +1.8% |
| 7D | +2.5% | -10.3% | +12.8% | +7.1% |
| 30D | +14.8% | +1.1% | +13.7% | +13.8% |
| 3M | +6.2% | +1.6% | +4.6% | +4.0% |
| 6M | +4.3% | -13.5% | +17.8% | +8.8% |
| YTD | +14.4% | -19.1% | +33.4% | +22.2% |
| 1Y | +21.3% | -33.9% | +55.2% | +41.5% |
| 3Y | +39.8% | -3.9% | +43.7% | +33.4% |
| 5Y | +142.1% | +6.0% | +136.0% | +115.1% |
| 10Y | +52.0% | +223.7% | -171.7% | -19.8% |
| All | -24.2% | +401.0% | -425.2% | -60.2% |
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