+99.9%
PBR vs PTC
-8.0%
+107.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.5% | +9.0% | +3.9% |
| 7D | +2.5% | -12.8% | +15.3% | +3.4% |
| 30D | +19.4% | -9.8% | +29.2% | +20.1% |
| 3M | +20.8% | -2.1% | +22.9% | +21.2% |
| 6M | +23.5% | -18.1% | +41.6% | +26.8% |
| YTD | +83.4% | -23.5% | +106.9% | +90.2% |
| 1Y | +77.6% | -37.4% | +114.9% | +90.9% |
| 3Y | +99.9% | -7.2% | +107.1% | +82.5% |
| All | +99.9% | -8.0% | +107.9% | +82.5% |
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