-7.3%
F vs PTC
+10.3%
-17.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -2.9% | -2.9% |
| 7D | -3.9% | +0.8% | -4.7% | -3.9% |
| 30D | -0.5% | +1.2% | -1.6% | -0.4% |
| 3M | -12.9% | +32.6% | -45.5% | -12.9% |
| 6M | +1.5% | +36.1% | -34.5% | +2.5% |
| YTD | -5.0% | +12.7% | -17.7% | -0.4% |
| 1Y | -7.3% | +10.2% | -17.5% | -1.7% |
| All | -7.3% | +10.3% | -17.6% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling