+86.1%
ARM vs PTC
-33.3%
+119.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -6.0% | +10.0% | +3.5% |
| 7D | +5.5% | -10.3% | +15.7% | +4.7% |
| 30D | -8.2% | +1.1% | -9.3% | -8.0% |
| 3M | -35.9% | +1.6% | -37.5% | -33.0% |
| 6M | +103.1% | -13.5% | +116.6% | +126.4% |
| YTD | +130.6% | -19.1% | +149.7% | +162.4% |
| 1Y | +86.1% | -33.9% | +119.9% | +140.4% |
| All | +86.1% | -33.3% | +119.3% | +140.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling