-44.8%
IT vs PTC
+1.8%
-46.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -5.5% | -1.9% | -4.3% |
| 7D | -9.1% | -12.8% | +3.7% | -1.8% |
| 30D | -7.0% | -9.8% | +2.8% | -1.3% |
| 3M | +7.6% | -2.1% | +9.7% | +8.5% |
| 6M | +2.1% | -18.1% | +20.2% | +13.3% |
| YTD | -31.6% | -23.5% | -8.1% | -21.1% |
| 1Y | -29.9% | -37.4% | +7.4% | -11.2% |
| 3Y | -51.3% | -7.2% | -44.0% | -50.6% |
| 5Y | -44.8% | +2.7% | -47.5% | -49.5% |
| All | -44.8% | +1.8% | -46.6% | -49.5% |
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 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