-17.9%
COMP vs PTC
+55.9%
-73.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.2% | +10.5% | +10.6% |
| 7D | +13.4% | -0.2% | +13.7% | +13.7% |
| 30D | +11.1% | +0.8% | +10.3% | +10.5% |
| 3M | -18.8% | +32.1% | -50.9% | -37.6% |
| 6M | +10.5% | +42.6% | -32.1% | -24.1% |
| YTD | -3.4% | +12.0% | -15.4% | -15.8% |
| 1Y | +19.7% | +12.2% | +7.5% | +3.6% |
| 3Y | +381.6% | +31.2% | +350.4% | +213.1% |
| All | -17.9% | +55.9% | -73.8% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling