+29.4%
LOW vs PTC
+30.6%
-1.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.3% |
| 7D | +6.4% | +0.8% | +5.6% | +6.3% |
| 30D | +25.6% | +0.7% | +24.8% | +25.5% |
| 3M | +4.6% | +32.6% | -28.0% | -0.1% |
| 6M | +2.5% | +33.6% | -31.0% | -2.5% |
| YTD | -1.6% | +12.4% | -14.1% | -2.5% |
| 1Y | +1.7% | +11.2% | -9.5% | +1.0% |
| 3Y | +29.4% | +31.7% | -2.2% | +12.3% |
| All | +29.4% | +30.6% | -1.1% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling