+247.2%
ARM vs PTC
+31.6%
+215.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.7% |
| 7D | -10.4% | +1.3% | -11.7% | -10.6% |
| 30D | -31.8% | +1.1% | -32.9% | -32.0% |
| 3M | -32.2% | +30.1% | -62.4% | -37.2% |
| 6M | -14.9% | +34.0% | -48.9% | -21.7% |
| YTD | +66.0% | +12.8% | +53.2% | +70.2% |
| 1Y | +17.2% | +10.7% | +6.5% | +21.5% |
| 3Y | +247.2% | +29.6% | +217.6% | +144.3% |
| All | +247.2% | +31.6% | +215.6% | +144.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling