+22.8%
PAAS vs PTC
+5.5%
+17.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.5% |
| 7D | +8.4% | -0.2% | +8.6% | +8.4% |
| 30D | -7.2% | +0.8% | -7.9% | -7.2% |
| 3M | -14.0% | +32.1% | -46.1% | -13.5% |
| 6M | -26.8% | +42.6% | -69.4% | -26.3% |
| YTD | -19.8% | +12.0% | -31.8% | -13.0% |
| 1Y | +22.8% | +12.2% | +10.7% | +33.9% |
| All | +22.8% | +5.5% | +17.3% | +33.9% |
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 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