+334.9%
COMP vs PTC
+31.8%
+303.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.3% | -7.9% | -8.1% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -0.8% | +0.8% | -1.6% | -1.1% |
| 3M | -28.1% | +39.6% | -67.7% | -38.7% |
| 6M | +27.0% | +41.5% | -14.5% | +5.5% |
| YTD | -12.8% | +11.7% | -24.5% | -14.9% |
| 1Y | +4.9% | +2.4% | +2.5% | +8.0% |
| All | +334.9% | +31.8% | +303.1% | +168.8% |
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