+66.2%
NDAQ vs PTC
+60.7%
+5.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | +1.3% | +0.5% | +0.8% | +1.1% |
| 30D | +18.0% | +1.2% | +16.7% | +17.5% |
| 3M | +11.5% | +27.4% | -15.8% | +2.3% |
| 6M | +21.1% | +39.2% | -18.1% | +6.8% |
| YTD | +12.8% | +12.5% | +0.3% | +7.2% |
| 1Y | +25.7% | +12.3% | +13.4% | +19.4% |
| 3Y | +116.8% | +28.8% | +88.0% | +87.7% |
| All | +66.2% | +60.7% | +5.6% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling