-1.5%
AS vs PTC
+10.7%
-12.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -4.9% | +0.5% | -5.3% | -4.9% |
| 30D | +3.9% | +1.2% | +2.7% | +3.8% |
| 3M | -9.6% | +27.4% | -37.0% | -11.3% |
| 6M | -8.7% | +39.2% | -47.9% | -12.0% |
| YTD | -19.8% | +12.5% | -32.3% | -20.0% |
| 1Y | -1.5% | +12.3% | -13.8% | -1.5% |
| All | -1.5% | +10.7% | -12.3% | -1.5% |
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