+5,387.7%
O vs PTC
+540.1%
+4,847.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.2% | 0.0% |
| 7D | -0.7% | -10.3% | +9.5% | +0.6% |
| 30D | -1.9% | +1.1% | -3.0% | -2.1% |
| 3M | +3.8% | +1.6% | +2.2% | +3.2% |
| 6M | -4.7% | -13.5% | +8.7% | -3.5% |
| YTD | +12.5% | -19.1% | +31.5% | +14.7% |
| 1Y | +10.8% | -33.9% | +44.7% | +16.0% |
| 3Y | +28.8% | -3.9% | +32.7% | +26.9% |
| 5Y | +13.2% | +6.0% | +7.2% | +9.0% |
| 10Y | +53.5% | +223.7% | -170.3% | +25.4% |
| All | +5,387.7% | +540.1% | +4,847.7% | +3,639.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling