+2,340.5%
EXC vs PTC
+6,346.6%
-4,006.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +5.0% | -0.6% |
| 7D | +0.3% | -10.3% | +10.5% | +1.1% |
| 30D | -3.7% | +1.1% | -4.9% | -3.9% |
| 3M | -1.3% | +1.6% | -2.9% | -1.7% |
| 6M | -9.7% | -13.5% | +3.8% | -9.0% |
| YTD | +2.9% | -19.1% | +21.9% | +4.2% |
| 1Y | +4.4% | -33.9% | +38.3% | +7.3% |
| 3Y | +22.2% | -3.9% | +26.1% | +21.1% |
| 5Y | +46.7% | +6.0% | +40.7% | +43.2% |
| 10Y | +155.3% | +223.7% | -68.4% | +125.7% |
| All | +2,340.5% | +6,346.6% | -4,006.1% | +1,455.3% |
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