+53.9%
F vs PTC
+6.0%
+47.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.5% | +3.5% |
| 7D | +5.3% | -10.3% | +15.6% | +9.2% |
| 30D | +4.6% | +1.1% | +3.4% | +3.7% |
| 3M | -3.7% | +1.6% | -5.3% | -5.5% |
| 6M | +16.8% | -13.5% | +30.3% | +21.8% |
| YTD | +15.3% | -19.1% | +34.3% | +23.2% |
| 1Y | +31.0% | -33.9% | +64.9% | +53.4% |
| 3Y | +45.4% | -3.9% | +49.3% | +37.1% |
| All | +53.9% | +6.0% | +47.9% | +32.7% |
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 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