+455.3%
PL vs PTC
+32.2%
+423.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.2% | +10.1% | +10.3% |
| 7D | -6.8% | -0.2% | -6.6% | -6.8% |
| 30D | -29.3% | +0.8% | -30.1% | -29.4% |
| 3M | -44.8% | +32.1% | -76.9% | -50.5% |
| 6M | -68.4% | +42.6% | -111.0% | -73.6% |
| YTD | -36.4% | +12.0% | -48.3% | -35.6% |
| 1Y | +0.7% | +12.2% | -11.4% | +2.1% |
| 3Y | +455.3% | +31.2% | +424.1% | +300.1% |
| All | +455.3% | +32.2% | +423.1% | +300.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling