-17.4%
IT vs PTC
+10.9%
-28.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -7.5% | +1.3% | -8.8% | -8.0% |
| 30D | -1.2% | +1.1% | -2.2% | -1.7% |
| 3M | -2.2% | +30.1% | -32.3% | -14.7% |
| 6M | +19.1% | +34.0% | -14.9% | +2.0% |
| YTD | -25.1% | +12.8% | -37.9% | -24.9% |
| 1Y | -17.4% | +10.7% | -28.1% | -16.5% |
| All | -17.4% | +10.9% | -28.3% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling