+206.6%
C vs PTC
+31.8%
+174.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -5.0% |
| 7D | -5.3% | -0.1% | -5.2% | -5.3% |
| 30D | -7.3% | +0.8% | -8.2% | -7.5% |
| 3M | -13.5% | +39.6% | -53.0% | -19.9% |
| 6M | -6.5% | +41.5% | -48.0% | -14.3% |
| YTD | +3.6% | +11.7% | -8.1% | +3.7% |
| 1Y | +18.9% | +2.4% | +16.5% | +22.8% |
| All | +206.6% | +31.8% | +174.7% | +153.9% |
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