-50.2%
COMP vs PTC
+39.7%
-89.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.6% | +7.1% | +7.3% |
| 7D | +9.5% | +0.1% | +9.4% | +9.4% |
| 30D | +8.1% | +1.5% | +6.6% | +7.0% |
| 3M | -16.3% | +37.8% | -54.1% | -37.2% |
| 6M | +42.2% | +41.2% | +1.0% | +0.8% |
| YTD | -5.0% | +12.0% | -17.1% | -16.9% |
| 1Y | +20.1% | +1.6% | +18.5% | +14.0% |
| 3Y | +358.4% | +32.3% | +326.1% | +214.2% |
| 5Y | -21.9% | +61.4% | -83.3% | -54.8% |
| All | -50.2% | +39.7% | -89.9% | -71.0% |
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 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