-11.4%
F vs PTC
+59.6%
-71.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | +2.0% | +0.8% | +1.2% | +1.8% |
| 3M | -10.4% | +39.6% | -49.9% | -20.8% |
| 6M | +9.7% | +41.5% | -31.8% | -5.2% |
| YTD | -1.2% | +11.7% | -12.9% | -5.7% |
| 1Y | 0.0% | +2.4% | -2.4% | -0.7% |
| 3Y | +41.1% | +31.9% | +9.2% | +18.3% |
| 5Y | -11.4% | +54.5% | -65.9% | -34.4% |
| All | -11.4% | +59.6% | -71.0% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling