+248.2%
PAAS vs PTC
-3.9%
+252.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.0% | +3.6% | -1.7% |
| 7D | -2.9% | -10.3% | +7.4% | -1.6% |
| 30D | +6.8% | +1.1% | +5.7% | +6.6% |
| 3M | -2.9% | +1.6% | -4.5% | -3.2% |
| 6M | -16.4% | -13.5% | -3.0% | -14.3% |
| YTD | 0.0% | -19.1% | +19.1% | +3.8% |
| 1Y | +54.3% | -33.9% | +88.2% | +66.4% |
| All | +248.2% | -3.9% | +252.1% | +242.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling