+147.7%
P vs PTC
-3.9%
+151.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.0% | +7.4% | +3.9% |
| 7D | +6.5% | -10.3% | +16.8% | +11.4% |
| 30D | +18.8% | +1.1% | +17.7% | +17.3% |
| 3M | +26.7% | +1.6% | +25.1% | +24.1% |
| 6M | +62.2% | -13.5% | +75.6% | +74.5% |
| YTD | +48.5% | -19.1% | +67.6% | +65.8% |
| 1Y | +26.4% | -33.9% | +60.3% | +60.0% |
| All | +147.7% | -3.9% | +151.6% | +130.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling