+50.6%
POET vs PTC
-33.3%
+83.8%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -6.0% | +14.1% | +8.8% |
| 7D | +5.6% | -10.3% | +15.9% | +7.2% |
| 30D | -2.1% | +1.1% | -3.2% | -3.0% |
| 3M | -48.8% | +1.6% | -50.4% | -47.0% |
| 6M | +15.8% | -13.5% | +29.3% | +34.1% |
| YTD | +25.1% | -19.1% | +44.2% | +56.9% |
| 1Y | +50.6% | -33.9% | +84.4% | +129.7% |
| All | +50.6% | -33.3% | +83.8% | +129.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling