+824.1%
PODD vs PTC
+680.0%
+144.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.0% | +4.0% | +0.8% |
| 7D | +1.6% | -10.3% | +11.9% | +6.9% |
| 30D | +10.7% | +1.1% | +9.5% | +9.8% |
| 3M | +0.7% | +1.6% | -0.9% | -1.0% |
| 6M | -39.3% | -13.5% | -25.8% | -35.7% |
| YTD | -48.1% | -19.1% | -29.1% | -43.5% |
| 1Y | -57.4% | -33.9% | -23.6% | -49.2% |
| 3Y | -23.3% | -3.9% | -19.4% | -26.9% |
| 5Y | -51.3% | +6.0% | -57.3% | -56.6% |
| 10Y | +242.0% | +223.7% | +18.3% | +57.9% |
| All | +824.1% | +680.0% | +144.1% | +73.1% |
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 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