+21.7%
P vs PTC
+10.6%
+11.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.4% |
| 7D | -4.7% | +0.5% | -5.2% | -4.7% |
| 30D | -31.4% | +0.9% | -32.3% | -31.5% |
| 3M | -2.6% | +30.4% | -33.0% | -4.7% |
| 6M | +21.9% | +34.4% | -12.5% | +24.6% |
| YTD | +58.9% | +12.6% | +46.3% | +78.8% |
| 1Y | +21.7% | +10.2% | +11.6% | +39.5% |
| All | +21.7% | +10.6% | +11.1% | +39.5% |
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