+46.4%
IR vs PTC
+62.4%
-16.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +1.1% | +0.5% | +0.6% | +0.9% |
| 30D | +7.6% | +0.9% | +6.7% | +7.3% |
| 3M | +0.1% | +30.4% | -30.3% | -10.1% |
| 6M | +14.0% | +34.4% | -20.5% | +0.1% |
| YTD | +7.5% | +12.6% | -5.1% | +1.7% |
| 1Y | +10.1% | +10.2% | -0.1% | +5.3% |
| 3Y | +24.9% | +29.4% | -4.5% | +5.5% |
| All | +46.4% | +62.4% | -16.0% | +8.0% |
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 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