+19.3%
ARM vs PTC
+0.1%
+19.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.6% | -5.9% | -5.2% |
| 7D | -18.7% | +0.1% | -18.8% | -18.7% |
| 30D | -36.7% | +1.5% | -38.2% | -36.6% |
| 3M | -31.6% | +37.8% | -69.4% | -28.5% |
| 6M | -5.6% | +41.2% | -46.9% | +3.5% |
| YTD | +75.5% | +12.0% | +63.4% | +98.2% |
| 1Y | +19.3% | +1.6% | +17.7% | +36.2% |
| All | +19.3% | +0.1% | +19.2% | +36.2% |
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 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