-20.1%
AS vs PTC
-13.4%
-6.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.0% | +9.6% | +3.7% |
| 7D | -4.9% | -10.3% | +5.4% | -4.6% |
| 30D | -19.6% | +1.1% | -20.7% | -19.7% |
| 3M | -14.4% | +1.6% | -16.0% | -16.2% |
| 6M | -20.1% | -13.5% | -6.7% | -19.8% |
| All | -20.1% | -13.4% | -6.7% | -19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling