-3.1%
PAAS vs PTC
+10.7%
-13.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -8.9% | +0.5% | -9.4% | -8.9% |
| 30D | -11.4% | +1.2% | -12.6% | -11.4% |
| 3M | -20.4% | +27.4% | -47.8% | -20.2% |
| 6M | -40.7% | +39.2% | -79.9% | -40.0% |
| YTD | -26.9% | +12.5% | -39.4% | -21.4% |
| 1Y | -3.1% | +12.3% | -15.3% | +4.7% |
| All | -3.1% | +10.7% | -13.8% | +4.7% |
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