+24.3%
P vs PTC
+10.3%
+14.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | +17.8% | +0.8% | +17.0% | +17.8% |
| 30D | -29.9% | +1.2% | -31.0% | -29.9% |
| 3M | -1.2% | +32.6% | -33.8% | -3.5% |
| 6M | +32.1% | +36.1% | -4.0% | +34.3% |
| YTD | +64.3% | +12.7% | +51.7% | +84.7% |
| 1Y | +24.3% | +10.2% | +14.1% | +42.5% |
| All | +24.3% | +10.3% | +14.0% | +42.5% |
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