+23,761.0%
PH vs PTC
+6,346.6%
+17,414.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.0% | +5.8% | +0.9% |
| 7D | -3.1% | -10.3% | +7.2% | -1.1% |
| 30D | -3.2% | +1.1% | -4.4% | -3.6% |
| 3M | +10.6% | +1.6% | +9.0% | +9.5% |
| 6M | -2.1% | -13.5% | +11.3% | -0.5% |
| YTD | +10.2% | -19.1% | +29.2% | +13.2% |
| 1Y | +28.2% | -33.9% | +62.1% | +36.6% |
| 3Y | +134.9% | -3.9% | +138.8% | +132.9% |
| 5Y | +253.6% | +6.0% | +247.6% | +241.8% |
| 10Y | +804.7% | +223.7% | +581.0% | +616.6% |
| All | +23,761.0% | +6,346.6% | +17,414.4% | +9,211.0% |
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