-15.1%
F vs PTC
+55.4%
-70.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -0.6% | +0.8% | -1.4% | -0.9% |
| 30D | +2.9% | +0.7% | +2.1% | +2.6% |
| 3M | -9.5% | +32.6% | -42.1% | -18.4% |
| 6M | +4.0% | +33.6% | -29.5% | -7.5% |
| YTD | -1.3% | +12.4% | -13.7% | -5.9% |
| 1Y | -1.9% | +11.2% | -13.2% | -6.1% |
| 3Y | +53.5% | +31.7% | +21.8% | +28.9% |
| 5Y | -15.1% | +60.1% | -75.2% | -37.4% |
| All | -15.1% | +55.4% | -70.6% | -37.4% |
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