+1.3%
NDAQ vs PTC
-38.1%
+39.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.5% | +3.6% | -0.4% |
| 7D | -2.6% | -12.8% | +10.2% | +1.1% |
| 30D | +0.5% | -9.8% | +10.3% | +3.2% |
| 3M | +9.9% | -2.1% | +12.0% | +9.3% |
| 6M | +8.2% | -18.1% | +26.3% | +14.4% |
| YTD | -1.5% | -23.5% | +22.0% | +5.4% |
| 1Y | +1.3% | -37.4% | +38.7% | +12.0% |
| All | +1.3% | -38.1% | +39.4% | +12.0% |
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 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