+26.8%
PH vs PTC
-38.1%
+64.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | -1.1% |
| 7D | +0.4% | -12.8% | +13.2% | -0.6% |
| 30D | -10.8% | -9.8% | -1.0% | -11.4% |
| 3M | +8.5% | -2.1% | +10.5% | +8.6% |
| 6M | +3.9% | -18.1% | +22.0% | +3.2% |
| YTD | +9.4% | -23.5% | +32.9% | +8.1% |
| 1Y | +26.8% | -37.4% | +64.1% | +29.5% |
| All | +26.8% | -38.1% | +64.9% | +29.5% |
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 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