-53.3%
PODD vs PTC
+55.9%
-109.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.4% | -6.2% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | +9.0% | +0.8% | +8.3% | +8.7% |
| 3M | +5.2% | +32.1% | -26.9% | -7.0% |
| 6M | -3.2% | +42.6% | -45.8% | -17.5% |
| YTD | -48.5% | +12.0% | -60.4% | -51.6% |
| 1Y | -54.7% | +12.2% | -66.9% | -57.5% |
| 3Y | -7.8% | +31.2% | -39.0% | -26.0% |
| All | -53.3% | +55.9% | -109.2% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling