+178.7%
B vs PTC
+31.6%
+147.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.3% | -6.5% | -6.1% |
| 7D | +7.1% | +1.3% | +5.8% | +7.1% |
| 30D | -3.3% | +1.1% | -4.4% | -3.4% |
| 3M | -2.5% | +30.1% | -32.7% | -3.5% |
| 6M | -7.2% | +34.0% | -41.3% | -8.2% |
| YTD | -7.4% | +12.8% | -20.2% | -6.4% |
| 1Y | +16.4% | +10.7% | +5.7% | +17.9% |
| 3Y | +178.7% | +29.6% | +149.1% | +184.9% |
| All | +178.7% | +31.6% | +147.1% | +184.9% |
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 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