+238.6%
P vs PTC
+55.9%
+182.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | -23.8% | -0.2% | -23.6% | -23.7% |
| 30D | -36.6% | +0.8% | -37.4% | -36.8% |
| 3M | +10.9% | +32.1% | -21.2% | -4.4% |
| 6M | +30.0% | +42.6% | -12.6% | +5.9% |
| YTD | +44.4% | +12.0% | +32.4% | +35.2% |
| 1Y | +3.9% | +12.2% | -8.2% | -2.8% |
| 3Y | +176.6% | +31.2% | +145.4% | +126.6% |
| All | +238.6% | +55.9% | +182.7% | +152.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling