-30.6%
AR vs PTC
+593.0%
-623.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.9% |
| 7D | -14.3% | -0.2% | -14.0% | -14.2% |
| 30D | +1.4% | +0.8% | +0.7% | +1.1% |
| 3M | +3.4% | +32.1% | -28.7% | -9.9% |
| 6M | -2.1% | +42.6% | -44.7% | -18.5% |
| YTD | +4.7% | +12.0% | -7.3% | -4.0% |
| 1Y | +10.6% | +12.2% | -1.6% | +1.2% |
| 3Y | +24.6% | +31.2% | -6.6% | +2.9% |
| 5Y | +71.9% | +54.9% | +17.0% | +27.7% |
| 10Y | +46.4% | +343.1% | -296.8% | -33.5% |
| All | -30.6% | +593.0% | -623.6% | -68.8% |
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