+6,197.3%
IT vs PTC
+673.8%
+5,523.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -18.8% | +0.8% | -19.6% | -19.0% |
| 30D | -0.1% | +0.7% | -0.8% | -0.3% |
| 3M | +2.9% | +32.6% | -29.7% | -5.3% |
| 6M | +20.4% | +33.6% | -13.2% | +10.6% |
| YTD | -24.3% | +12.4% | -36.7% | -27.1% |
| 1Y | -17.2% | +11.2% | -28.4% | -20.0% |
| 3Y | -52.4% | +31.7% | -84.1% | -56.2% |
| 5Y | -43.7% | +60.1% | -103.8% | -50.8% |
| 10Y | +90.3% | +317.2% | -226.9% | +29.2% |
| All | +6,197.3% | +673.8% | +5,523.5% | +2,021.9% |
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