+827.7%
PODD vs PTC
+987.1%
-159.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -4.4% | +1.3% | -5.7% | -4.9% |
| 30D | +9.4% | +1.1% | +8.4% | +8.9% |
| 3M | +3.6% | +30.1% | -26.5% | -11.3% |
| 6M | -4.0% | +34.0% | -38.0% | -19.5% |
| YTD | -47.9% | +12.8% | -60.7% | -52.9% |
| 1Y | -53.8% | +10.7% | -64.5% | -57.8% |
| 3Y | -4.5% | +29.6% | -34.2% | -22.9% |
| 5Y | -51.9% | +63.5% | -115.4% | -66.0% |
| 10Y | +308.9% | +316.7% | -7.8% | +63.0% |
| All | +827.7% | +987.1% | -159.4% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling