+48.9%
PCOR vs PTC
+31.8%
+17.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | +23.7% | -0.1% | +23.8% | +23.8% |
| 30D | +39.0% | +0.8% | +38.2% | +38.4% |
| 3M | +35.8% | +39.6% | -3.8% | +6.2% |
| 6M | +38.2% | +41.5% | -3.2% | +6.2% |
| YTD | +3.9% | +11.7% | -7.8% | -4.3% |
| 1Y | +5.7% | +2.4% | +3.2% | +2.1% |
| All | +48.9% | +31.8% | +17.0% | +2.1% |
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