-29.9%
COMP vs PTC
+6.0%
-35.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.6% | +5.6% |
| 7D | +1.4% | -10.3% | +11.6% | +10.7% |
| 30D | -13.3% | +1.1% | -14.5% | -15.3% |
| 3M | +41.1% | +1.6% | +39.5% | +33.5% |
| 6M | +17.2% | -13.5% | +30.6% | +28.3% |
| YTD | +5.2% | -19.1% | +24.3% | +22.7% |
| 1Y | +18.9% | -33.9% | +52.8% | +68.0% |
| 3Y | +215.9% | -3.9% | +219.8% | +174.7% |
| All | -29.9% | +6.0% | -35.9% | -47.4% |
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 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