+296.4%
ARM vs PTC
+1.5%
+294.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -6.0% | +10.0% | +6.3% |
| 7D | +5.5% | -10.3% | +15.7% | +10.0% |
| 30D | -8.2% | +1.1% | -9.3% | -9.1% |
| 3M | -35.9% | +1.6% | -37.5% | -37.0% |
| 6M | +103.1% | -13.5% | +116.6% | +120.2% |
| YTD | +130.6% | -19.1% | +149.7% | +160.9% |
| 1Y | +86.1% | -33.9% | +119.9% | +144.6% |
| All | +296.4% | +1.5% | +294.9% | +217.4% |
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 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