+24.2%
IR vs PTC
+29.3%
-5.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +4.2% | +0.8% | +3.4% | +4.0% |
| 30D | +8.1% | +1.2% | +6.9% | +7.8% |
| 3M | +0.7% | +32.6% | -31.9% | -6.4% |
| 6M | +16.6% | +36.1% | -19.5% | +7.3% |
| YTD | +7.8% | +12.7% | -4.9% | +6.7% |
| 1Y | +9.9% | +10.2% | -0.3% | +9.9% |
| All | +24.2% | +29.3% | -5.0% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling