+449.6%
P vs PTC
+485.6%
-36.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -0.3% | -16.1% | -16.2% |
| 7D | -31.9% | -0.1% | -31.8% | -31.8% |
| 30D | -36.5% | +0.8% | -37.4% | -36.7% |
| 3M | +11.6% | +39.6% | -28.0% | -10.7% |
| 6M | +25.2% | +41.5% | -16.3% | -3.0% |
| YTD | +39.4% | +11.7% | +27.7% | +23.6% |
| 1Y | -3.7% | +2.4% | -6.1% | -10.1% |
| 3Y | +167.3% | +31.9% | +135.4% | +109.4% |
| 5Y | +237.3% | +54.5% | +182.8% | +134.8% |
| 10Y | +698.6% | +342.1% | +356.6% | +202.2% |
| All | +449.6% | +485.6% | -36.0% | +80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling