+6,045.6%
IT vs PTC
+457.1%
+5,588.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.0% | +1.4% | -3.1% |
| 7D | -6.0% | -10.3% | +4.2% | -3.4% |
| 30D | 0.0% | +1.1% | -1.1% | -0.3% |
| 3M | +13.1% | +1.6% | +11.5% | +12.6% |
| 6M | +11.7% | -13.5% | +25.2% | +16.0% |
| YTD | -26.1% | -19.1% | -7.1% | -21.7% |
| 1Y | -21.3% | -33.9% | +12.6% | -12.3% |
| 3Y | -46.7% | -3.9% | -42.8% | -46.3% |
| 5Y | -40.5% | +6.0% | -46.5% | -41.7% |
| 10Y | +103.9% | +223.7% | -119.8% | +49.7% |
| All | +6,045.6% | +457.1% | +5,588.5% | +2,179.9% |
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