+615.0%
F vs PTC
+6,346.6%
-5,731.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.5% | +2.5% |
| 7D | +5.3% | -10.3% | +15.6% | +7.3% |
| 30D | +4.6% | +1.1% | +3.4% | +4.2% |
| 3M | -3.7% | +1.6% | -5.3% | -4.6% |
| 6M | +16.8% | -13.5% | +30.3% | +18.7% |
| YTD | +15.3% | -19.1% | +34.3% | +18.3% |
| 1Y | +31.0% | -33.9% | +64.9% | +39.3% |
| 3Y | +45.4% | -3.9% | +49.3% | +43.8% |
| 5Y | +54.7% | +6.0% | +48.6% | +49.7% |
| 10Y | +98.2% | +223.7% | -125.5% | +55.6% |
| All | +615.0% | +6,346.6% | -5,731.6% | +200.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling