+5.4%
MOD vs PTC
+10.7%
-5.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.1% | +28.0% | +27.8% |
| 7D | +40.4% | +0.5% | +39.9% | +40.5% |
| 30D | -14.0% | +1.2% | -15.2% | -13.8% |
| 3M | -33.3% | +27.4% | -60.7% | -31.5% |
| 6M | -51.4% | +39.2% | -90.6% | -45.4% |
| YTD | +1.6% | +12.5% | -10.9% | +12.5% |
| 1Y | +5.4% | +12.3% | -6.9% | +16.7% |
| All | +5.4% | +10.7% | -5.3% | +16.7% |
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