-4.9%
DOW vs PTC
+111.0%
-115.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.1% | -1.9% |
| 7D | -9.5% | -0.2% | -9.3% | -9.4% |
| 30D | +13.1% | +0.8% | +12.3% | +12.8% |
| 3M | +4.8% | +32.1% | -27.3% | -6.4% |
| 6M | -16.7% | +42.6% | -59.3% | -28.6% |
| YTD | +38.9% | +12.0% | +26.9% | +29.8% |
| 1Y | +48.3% | +12.2% | +36.1% | +38.5% |
| 3Y | -24.4% | +31.2% | -55.6% | -35.2% |
| 5Y | -29.2% | +54.9% | -84.1% | -44.6% |
| All | -4.9% | +111.0% | -115.9% | -49.4% |
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