+1,027.9%
C vs PTC
+8,885.1%
-7,857.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -0.4% | +1.3% | -1.6% | -0.7% |
| 30D | -5.2% | +1.1% | -6.2% | -5.4% |
| 3M | -9.1% | +30.1% | -39.2% | -16.6% |
| 6M | -1.6% | +34.0% | -35.6% | -11.2% |
| YTD | +6.9% | +12.8% | -5.9% | +0.5% |
| 1Y | +23.0% | +10.7% | +12.2% | +16.1% |
| 3Y | +216.1% | +29.6% | +186.5% | +184.1% |
| 5Y | +112.2% | +63.5% | +48.7% | +77.5% |
| 10Y | +208.8% | +316.7% | -107.9% | +98.8% |
| All | +1,027.9% | +8,885.1% | -7,857.2% | +154.4% |
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 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