+48.4%
IR vs PTC
+6.0%
+42.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.0% | +7.3% | +3.6% |
| 7D | -2.8% | -10.3% | +7.4% | +1.1% |
| 30D | -15.1% | +1.1% | -16.3% | -16.0% |
| 3M | +6.1% | +1.6% | +4.5% | +3.9% |
| 6M | -16.8% | -13.5% | -3.3% | -12.9% |
| YTD | -3.5% | -19.1% | +15.5% | +3.7% |
| 1Y | -3.5% | -33.9% | +30.4% | +14.2% |
| 3Y | +9.5% | -3.9% | +13.4% | +3.9% |
| All | +48.4% | +6.0% | +42.4% | +25.6% |
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