+44.1%
IR vs PTC
+55.9%
-11.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +3.7% | -0.2% | +3.9% | +3.7% |
| 30D | +7.4% | +0.8% | +6.7% | +7.2% |
| 3M | -5.9% | +32.1% | -38.0% | -15.9% |
| 6M | +5.6% | +42.6% | -37.1% | -9.9% |
| YTD | +4.8% | +12.0% | -7.1% | -0.6% |
| 1Y | +6.9% | +12.2% | -5.2% | +1.3% |
| 3Y | +27.6% | +31.2% | -3.7% | +7.0% |
| All | +44.1% | +55.9% | -11.8% | +7.4% |
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