+150.0%
PM vs PTC
+29.1%
+120.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +0.5% | +0.5% | +0.1% | +0.6% |
| 30D | -3.2% | +1.2% | -4.4% | -3.2% |
| 3M | +6.2% | +27.4% | -21.1% | +6.7% |
| 6M | +7.7% | +39.2% | -31.5% | +8.8% |
| YTD | +27.3% | +12.5% | +14.8% | +27.0% |
| 1Y | +32.8% | +12.3% | +20.5% | +32.5% |
| 3Y | +150.0% | +28.8% | +121.2% | +132.7% |
| All | +150.0% | +29.1% | +120.9% | +132.7% |
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 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