+39,729.4%
LOW vs PTC
+8,871.4%
+30,858.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | +0.1% | +0.8% | -0.8% | -0.1% |
| 30D | +21.3% | +1.2% | +20.1% | +21.0% |
| 3M | +6.0% | +32.6% | -26.6% | -0.6% |
| 6M | +2.6% | +36.1% | -33.5% | -4.7% |
| YTD | -3.6% | +12.7% | -16.3% | -7.6% |
| 1Y | -1.0% | +10.2% | -11.1% | -4.7% |
| 3Y | +24.2% | +29.4% | -5.3% | +14.9% |
| 5Y | +6.3% | +61.1% | -54.8% | -6.1% |
| 10Y | +294.1% | +317.1% | -23.0% | +189.2% |
| All | +39,729.4% | +8,871.4% | +30,858.0% | +10,519.0% |
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