+9.1%
IR vs PTC
+0.1%
+9.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +11.6% | +0.1% | +11.5% | +11.6% |
| 30D | +7.2% | +1.5% | +5.6% | +7.1% |
| 3M | -5.9% | +37.8% | -43.6% | -7.6% |
| 6M | +11.5% | +41.2% | -29.8% | +9.6% |
| YTD | +6.3% | +12.0% | -5.7% | +9.4% |
| 1Y | +9.1% | +1.6% | +7.5% | +15.0% |
| All | +9.1% | +0.1% | +9.0% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling