-31.1%
IT vs PTC
-39.6%
+8.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | +1.0% |
| 7D | -9.1% | -13.6% | +4.4% | +2.5% |
| 30D | -12.2% | -14.7% | +2.5% | +0.1% |
| 3M | +7.8% | -5.9% | +13.7% | +12.5% |
| 6M | +2.0% | -21.1% | +23.1% | +25.9% |
| YTD | -32.7% | -26.0% | -6.7% | -13.6% |
| 1Y | -31.1% | -36.8% | +5.7% | -2.4% |
| All | -31.1% | -39.6% | +8.5% | -2.4% |
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 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