+10.3%
ARM vs PTC
+5.5%
+4.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.5% | +4.8% |
| 7D | -15.2% | -0.2% | -15.0% | -15.2% |
| 30D | -40.7% | +0.8% | -41.4% | -40.6% |
| 3M | -39.1% | +32.1% | -71.2% | -36.4% |
| 6M | -26.4% | +42.6% | -69.0% | -18.9% |
| YTD | +59.7% | +12.0% | +47.8% | +82.0% |
| 1Y | +10.3% | +12.2% | -1.8% | +25.9% |
| All | +10.3% | +5.5% | +4.8% | +25.9% |
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