+2,408.8%
D vs PTC
+8,796.0%
-6,387.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +6.9% | -0.1% | +7.0% | +6.9% |
| 30D | +12.3% | +0.8% | +11.5% | +12.3% |
| 3M | +3.0% | +39.6% | -36.5% | +0.6% |
| 6M | +12.8% | +41.5% | -28.7% | +9.8% |
| YTD | +22.6% | +11.7% | +10.9% | +20.9% |
| 1Y | +21.7% | +2.4% | +19.2% | +20.6% |
| 3Y | +83.9% | +31.9% | +52.0% | +78.7% |
| 5Y | +14.0% | +54.5% | -40.6% | +9.1% |
| 10Y | +45.6% | +342.1% | -296.5% | +28.9% |
| All | +2,408.8% | +8,796.0% | -6,387.2% | +1,600.9% |
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