+1,044.2%
DD vs PTC
+8,817.5%
-7,773.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +4.6% | -0.2% | +4.9% | +4.7% |
| 30D | +11.8% | +0.8% | +11.0% | +11.6% |
| 3M | +2.2% | +32.1% | -29.9% | -3.6% |
| 6M | -1.6% | +42.6% | -44.3% | -9.1% |
| YTD | +23.0% | +12.0% | +11.0% | +18.2% |
| 1Y | +26.9% | +12.2% | +14.8% | +21.9% |
| 3Y | +77.9% | +31.2% | +46.7% | +65.6% |
| 5Y | +59.9% | +54.9% | +5.0% | +44.0% |
| 10Y | +90.1% | +343.1% | -253.1% | +42.6% |
| All | +1,044.2% | +8,817.5% | -7,773.3% | +292.4% |
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 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