-14.2%
PL vs PTC
+1.3%
-15.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.3% | -9.8% | -10.1% |
| 7D | -20.5% | -0.1% | -20.4% | -20.5% |
| 30D | -38.8% | +0.8% | -39.6% | -38.7% |
| 3M | -49.1% | +39.6% | -88.7% | -47.7% |
| 6M | -69.4% | +41.5% | -110.9% | -67.7% |
| YTD | -42.3% | +11.7% | -54.0% | -26.0% |
| 1Y | -14.2% | +2.4% | -16.6% | +19.0% |
| All | -14.2% | +1.3% | -15.5% | +19.0% |
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 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