+54.8%
ON vs PTC
-33.3%
+88.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.0% | +7.0% | +0.3% |
| 7D | +2.4% | -10.3% | +12.7% | +1.2% |
| 30D | -3.3% | +1.1% | -4.4% | -3.1% |
| 3M | -43.6% | +1.6% | -45.2% | -41.4% |
| 6M | +19.0% | -13.5% | +32.4% | +30.5% |
| YTD | +37.4% | -19.1% | +56.4% | +57.8% |
| 1Y | +54.8% | -33.9% | +88.6% | +120.0% |
| All | +54.8% | -33.3% | +88.0% | +120.0% |
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