+26.1%
PAAS vs PTC
+0.1%
+26.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.6% | +7.8% | +8.4% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -8.5% | +1.5% | -10.0% | -8.4% |
| 3M | -7.3% | +37.8% | -45.1% | -6.7% |
| 6M | -18.3% | +41.2% | -59.5% | -17.7% |
| YTD | -19.2% | +12.0% | -31.2% | -14.1% |
| 1Y | +26.1% | +1.6% | +24.5% | +37.1% |
| All | +26.1% | +0.1% | +26.1% | +37.1% |
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