-10.8%
DOW vs PTC
+52.6%
-63.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.0% | +3.0% | -0.8% |
| 7D | -2.4% | -10.3% | +7.9% | +1.4% |
| 30D | +0.4% | +1.1% | -0.8% | -0.3% |
| 3M | -14.4% | +1.6% | -16.0% | -15.9% |
| 6M | -7.0% | -13.5% | +6.5% | -3.4% |
| YTD | +30.2% | -19.1% | +49.3% | +38.3% |
| 1Y | +29.2% | -33.9% | +63.1% | +48.9% |
| 3Y | -36.7% | -3.9% | -32.8% | -38.8% |
| 5Y | -37.7% | +6.0% | -43.7% | -43.4% |
| All | -10.8% | +52.6% | -63.4% | -46.1% |
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