+180.5%
PL vs PTC
-33.3%
+213.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.8% | -1.5% |
| 7D | -9.3% | -10.3% | +1.0% | -9.6% |
| 30D | -18.9% | +1.1% | -20.1% | -18.9% |
| 3M | -58.4% | +1.6% | -60.0% | -56.8% |
| 6M | -30.3% | -13.5% | -16.8% | -19.2% |
| YTD | -8.1% | -19.1% | +10.9% | +16.2% |
| 1Y | +180.5% | -33.9% | +214.4% | +363.3% |
| All | +180.5% | -33.3% | +213.7% | +363.3% |
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