+11.7%
IR vs PTC
+10.7%
+1.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +2.5% | +0.5% | +2.0% | +2.5% |
| 30D | +9.2% | +1.2% | +7.9% | +9.1% |
| 3M | +0.9% | +27.4% | -26.4% | -1.0% |
| 6M | +19.2% | +39.2% | -20.0% | +17.3% |
| YTD | +7.5% | +12.5% | -5.0% | +12.7% |
| 1Y | +11.7% | +12.3% | -0.5% | +17.2% |
| All | +11.7% | +10.7% | +1.0% | +17.2% |
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