+200.4%
B vs PTC
-3.9%
+204.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.0% | +3.8% | -1.8% |
| 7D | -1.6% | -10.3% | +8.7% | -0.9% |
| 30D | +9.4% | +1.1% | +8.3% | +9.4% |
| 3M | +5.0% | +1.6% | +3.4% | +4.8% |
| 6M | -3.5% | -13.5% | +9.9% | -2.0% |
| YTD | +4.5% | -19.1% | +23.5% | +6.9% |
| 1Y | +67.8% | -33.9% | +101.6% | +76.2% |
| All | +200.4% | -3.9% | +204.3% | +195.0% |
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