-29.5%
DOW vs PTC
+55.9%
-85.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.1% | -1.9% |
| 7D | -9.5% | -0.2% | -9.3% | -9.5% |
| 30D | +13.1% | +0.8% | +12.3% | +12.9% |
| 3M | +4.8% | +32.1% | -27.3% | -3.1% |
| 6M | -16.7% | +42.6% | -59.3% | -25.2% |
| YTD | +38.9% | +12.0% | +26.9% | +34.4% |
| 1Y | +48.3% | +12.2% | +36.1% | +43.4% |
| 3Y | -24.4% | +31.2% | -55.6% | -32.3% |
| All | -29.5% | +55.9% | -85.5% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling