+25.2%
P vs PTC
+41.0%
-15.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -0.3% | -16.1% | -16.4% |
| 7D | -31.9% | -0.1% | -31.8% | -31.9% |
| 30D | -36.5% | +0.8% | -37.4% | -36.5% |
| 3M | +11.6% | +39.6% | -28.0% | +12.0% |
| 6M | +25.2% | +41.5% | -16.3% | +32.9% |
| All | +25.2% | +41.0% | -15.8% | +32.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling