+7.3%
PL vs PTC
+10.5%
-3.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +0.4% | +14.1% | +14.5% |
| 7D | +10.9% | +0.8% | +10.1% | +11.0% |
| 30D | -16.4% | +0.7% | -17.1% | -16.3% |
| 3M | -39.9% | +32.6% | -72.6% | -38.0% |
| 6M | -63.2% | +33.6% | -96.8% | -59.7% |
| YTD | -27.1% | +12.4% | -39.6% | -3.7% |
| All | +7.3% | +10.5% | -3.2% | +45.7% |
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