+992.7%
C vs PTC
+8,796.0%
-7,803.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.1% |
| 6M | -6.5% | +41.5% | -48.0% | -16.8% |
| YTD | +3.6% | +11.7% | -8.1% | -2.4% |
| 1Y | +18.9% | +2.4% | +16.5% | +14.4% |
| 3Y | +205.0% | +31.9% | +173.0% | +172.8% |
| 5Y | +109.4% | +54.5% | +54.8% | +77.6% |
| 10Y | +232.9% | +342.1% | -109.2% | +111.4% |
| All | +992.7% | +8,796.0% | -7,803.3% | +147.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling