+43.1%
MOD vs PTC
-33.3%
+76.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.0% | +10.3% | +2.6% |
| 7D | +9.6% | -10.3% | +19.9% | +6.5% |
| 30D | 0.0% | +1.1% | -1.1% | +0.6% |
| 3M | -35.4% | +1.6% | -37.0% | -31.9% |
| 6M | -7.3% | -13.5% | +6.2% | -0.4% |
| YTD | +45.8% | -19.1% | +64.9% | +62.4% |
| 1Y | +43.1% | -33.9% | +77.0% | +84.9% |
| All | +43.1% | -33.3% | +76.4% | +84.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling