+1,163.5%
C vs PTC
+6,346.6%
-5,183.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | +1.2% |
| 7D | +3.6% | -10.3% | +13.9% | +6.4% |
| 30D | +0.1% | +1.1% | -1.1% | -0.6% |
| 3M | +2.4% | +1.6% | +0.8% | +0.9% |
| 6M | +24.9% | -13.5% | +38.4% | +27.9% |
| YTD | +19.8% | -19.1% | +38.9% | +24.6% |
| 1Y | +44.9% | -33.9% | +78.7% | +58.4% |
| 3Y | +263.0% | -3.9% | +266.9% | +257.9% |
| 5Y | +129.5% | +6.0% | +123.5% | +117.6% |
| 10Y | +291.6% | +223.7% | +67.9% | +173.4% |
| All | +1,163.5% | +6,346.6% | -5,183.1% | +215.3% |
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