-17.4%
PODD vs PTC
-2.9%
-14.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.0% | +4.0% | -0.4% |
| 7D | +1.6% | -10.3% | +11.9% | +4.7% |
| 30D | +10.7% | +1.1% | +9.5% | +10.2% |
| 3M | +0.7% | +1.6% | -0.9% | -0.3% |
| 6M | -39.3% | -13.5% | -25.8% | -37.8% |
| YTD | -48.1% | -19.1% | -29.1% | -46.1% |
| 1Y | -57.4% | -33.9% | -23.6% | -54.0% |
| All | -17.4% | -2.9% | -14.5% | -23.0% |
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 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