+26.4%
P vs PTC
-33.3%
+59.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.0% | +7.4% | +2.3% |
| 7D | +6.5% | -10.3% | +16.8% | +8.3% |
| 30D | +18.8% | +1.1% | +17.7% | +18.0% |
| 3M | +26.7% | +1.6% | +25.1% | +28.9% |
| 6M | +62.2% | -13.5% | +75.6% | +78.7% |
| YTD | +48.5% | -19.1% | +67.6% | +70.4% |
| 1Y | +26.4% | -33.9% | +60.3% | +65.2% |
| All | +26.4% | -33.3% | +59.6% | +65.2% |
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