+46.0%
F vs PTC
-3.9%
+49.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.5% | +2.7% |
| 7D | +5.3% | -10.3% | +15.6% | +7.7% |
| 30D | +4.6% | +1.1% | +3.4% | +4.0% |
| 3M | -3.7% | +1.6% | -5.3% | -4.5% |
| 6M | +16.8% | -13.5% | +30.3% | +21.6% |
| YTD | +15.3% | -19.1% | +34.3% | +22.7% |
| 1Y | +31.0% | -33.9% | +64.9% | +51.0% |
| All | +46.0% | -3.9% | +49.9% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling