+219.8%
C vs PTC
+30.6%
+189.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.0% | +2.4% |
| 7D | -0.9% | +0.8% | -1.7% | -1.0% |
| 30D | -5.4% | +0.7% | -6.1% | -5.5% |
| 3M | -9.2% | +32.6% | -41.8% | -14.5% |
| 6M | -1.8% | +33.6% | -35.4% | -7.8% |
| YTD | +6.7% | +12.4% | -5.7% | +6.6% |
| 1Y | +23.5% | +11.2% | +12.3% | +23.9% |
| 3Y | +219.8% | +31.7% | +188.1% | +175.4% |
| All | +219.8% | +30.6% | +189.2% | +175.4% |
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