+325.3%
IR vs PTC
+268.1%
+57.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +3.7% | -0.2% | +3.9% | +3.8% |
| 30D | +7.4% | +0.8% | +6.7% | +7.1% |
| 3M | -5.9% | +32.1% | -38.0% | -17.2% |
| 6M | +5.6% | +42.6% | -37.1% | -11.4% |
| YTD | +4.8% | +12.0% | -7.1% | -3.2% |
| 1Y | +6.9% | +12.2% | -5.2% | -1.4% |
| 3Y | +27.6% | +31.2% | -3.7% | +7.4% |
| 5Y | +45.8% | +54.9% | -9.1% | +12.3% |
| All | +325.3% | +268.1% | +57.1% | +131.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling