+1,111.5%
DD vs PTC
+8,854.1%
-7,742.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.4% | +5.5% | +5.8% |
| 7D | +9.8% | +0.8% | +9.0% | +9.6% |
| 30D | +19.3% | +0.7% | +18.6% | +19.2% |
| 3M | +9.4% | +32.6% | -23.2% | +3.1% |
| 6M | +4.8% | +33.6% | -28.8% | -1.9% |
| YTD | +30.2% | +12.4% | +17.8% | +25.1% |
| 1Y | +32.2% | +11.2% | +21.0% | +27.2% |
| 3Y | +93.1% | +31.7% | +61.4% | +79.7% |
| 5Y | +68.0% | +60.1% | +7.9% | +50.5% |
| 10Y | +98.5% | +317.2% | -218.7% | +50.3% |
| All | +1,111.5% | +8,854.1% | -7,742.6% | +315.2% |
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