+927.6%
DD vs PTC
+6,346.6%
-5,419.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.0% | +6.4% | +1.4% |
| 7D | -3.5% | -10.3% | +6.8% | -1.8% |
| 30D | -10.3% | +1.1% | -11.5% | -10.6% |
| 3M | -7.5% | +1.6% | -9.1% | -8.4% |
| 6M | -8.0% | -13.5% | +5.5% | -6.6% |
| YTD | +10.5% | -19.1% | +29.5% | +13.3% |
| 1Y | +38.3% | -33.9% | +72.1% | +46.6% |
| 3Y | +42.5% | -3.9% | +46.4% | +41.2% |
| 5Y | +60.2% | +6.0% | +54.1% | +55.2% |
| 10Y | +68.9% | +223.7% | -154.9% | +34.9% |
| All | +927.6% | +6,346.6% | -5,419.0% | +276.0% |
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