+327.1%
NET vs PTC
-3.9%
+331.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.0% | +4.1% | +1.8% |
| 7D | -7.0% | -10.3% | +3.3% | -0.5% |
| 30D | -4.8% | +1.1% | -5.9% | -5.5% |
| 3M | +3.8% | +1.6% | +2.2% | +1.6% |
| 6M | +50.0% | -13.5% | +63.5% | +65.0% |
| YTD | +41.5% | -19.1% | +60.5% | +63.0% |
| 1Y | +32.8% | -33.9% | +66.7% | +76.9% |
| All | +327.1% | -3.9% | +331.0% | +274.3% |
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