+33.8%
DIS vs PTC
-3.9%
+37.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.0% | +4.3% | -0.1% |
| 7D | -2.6% | -10.3% | +7.7% | +0.2% |
| 30D | +3.5% | +1.1% | +2.3% | +2.9% |
| 3M | +6.8% | +1.6% | +5.2% | +5.5% |
| 6M | +3.0% | -13.5% | +16.5% | +6.9% |
| YTD | -6.7% | -19.1% | +12.3% | -1.2% |
| 1Y | -10.1% | -33.9% | +23.8% | +1.9% |
| All | +33.8% | -3.9% | +37.7% | +24.2% |
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 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