+14.5%
NET vs PTC
+0.1%
+14.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.7% |
| 7D | -16.4% | +0.1% | -16.5% | -16.4% |
| 30D | -25.8% | +1.5% | -27.4% | -26.1% |
| 3M | -11.5% | +37.8% | -49.3% | -19.5% |
| 6M | +18.9% | +41.2% | -22.3% | +8.0% |
| YTD | +35.2% | +12.0% | +23.2% | +38.3% |
| 1Y | +14.5% | +1.6% | +12.8% | +21.0% |
| All | +14.5% | +0.1% | +14.4% | +21.0% |
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