-67.2%
PL vs PTC
+43.3%
-110.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -6.9% | -6.3% |
| 7D | -11.7% | +0.1% | -11.8% | -11.7% |
| 30D | -27.1% | +1.5% | -28.7% | -26.9% |
| 3M | -44.6% | +37.8% | -82.4% | -40.0% |
| 6M | -67.2% | +41.2% | -108.4% | -63.4% |
| All | -67.2% | +43.3% | -110.4% | -63.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling