+124.3%
MOD vs PTC
+31.8%
+92.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -7.0% | -7.2% |
| 7D | -34.2% | -0.1% | -34.0% | -34.2% |
| 30D | -51.9% | +0.8% | -52.7% | -52.0% |
| 3M | -53.0% | +39.6% | -92.6% | -58.9% |
| 6M | -66.4% | +41.5% | -107.8% | -71.3% |
| YTD | -31.5% | +11.7% | -43.3% | -31.1% |
| 1Y | -39.6% | +2.4% | -42.0% | -34.2% |
| All | +124.3% | +31.8% | +92.5% | +64.1% |
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