+43.9%
DIS vs PTC
+31.8%
+12.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +5.7% | -0.1% | +5.8% | +5.7% |
| 30D | +12.7% | +0.8% | +11.9% | +12.5% |
| 3M | +15.2% | +39.6% | -24.4% | +6.4% |
| 6M | +17.6% | +41.5% | -23.9% | +7.5% |
| YTD | +3.8% | +11.7% | -7.9% | +2.2% |
| 1Y | +6.8% | +2.4% | +4.3% | +8.0% |
| All | +43.9% | +31.8% | +12.1% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling