+35,474.8%
LOW vs PTC
+6,346.6%
+29,128.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.0% | +7.3% | +2.4% |
| 7D | -1.7% | -10.3% | +8.5% | +0.2% |
| 30D | -7.0% | +1.1% | -8.2% | -7.4% |
| 3M | -0.9% | +1.6% | -2.5% | -1.7% |
| 6M | -20.1% | -13.5% | -6.6% | -18.6% |
| YTD | -13.9% | -19.1% | +5.1% | -11.4% |
| 1Y | -21.1% | -33.9% | +12.7% | -15.9% |
| 3Y | -6.6% | -3.9% | -2.7% | -7.8% |
| 5Y | +9.4% | +6.0% | +3.3% | +5.2% |
| 10Y | +220.5% | +223.7% | -3.2% | +149.2% |
| All | +35,474.8% | +6,346.6% | +29,128.2% | +10,086.6% |
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