+3.9%
P vs PTC
+5.5%
-1.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.5% |
| 7D | -23.8% | -0.2% | -23.6% | -23.8% |
| 30D | -36.6% | +0.8% | -37.4% | -36.6% |
| 3M | +10.9% | +32.1% | -21.2% | +8.3% |
| 6M | +30.0% | +42.6% | -12.6% | +29.4% |
| YTD | +44.4% | +12.0% | +32.4% | +61.0% |
| 1Y | +3.9% | +12.2% | -8.2% | +15.8% |
| All | +3.9% | +5.5% | -1.6% | +15.8% |
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 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