+982.8%
PAAS vs PTC
+588.1%
+394.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -11.6% | +0.8% | -12.5% | -11.7% |
| 3M | -15.6% | +39.6% | -55.2% | -18.8% |
| 6M | -19.1% | +41.5% | -60.6% | -22.6% |
| YTD | -20.9% | +11.7% | -32.6% | -22.6% |
| 1Y | +21.3% | +2.4% | +18.9% | +19.7% |
| 3Y | +177.4% | +31.9% | +145.5% | +165.6% |
| 5Y | +71.3% | +54.5% | +16.8% | +60.9% |
| 10Y | +181.5% | +342.1% | -160.6% | +139.9% |
| All | +982.8% | +588.1% | +394.7% | +637.7% |
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 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