-18.0%
POET vs PTC
+0.1%
-18.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.1% |
| 7D | -16.4% | +0.1% | -16.5% | -16.4% |
| 30D | -37.5% | +1.5% | -39.0% | -37.5% |
| 3M | -43.1% | +37.8% | -80.8% | -43.3% |
| 6M | -31.4% | +41.2% | -72.6% | -29.2% |
| YTD | -22.9% | +12.0% | -34.9% | -5.1% |
| 1Y | -18.0% | +1.6% | -19.6% | +15.4% |
| All | -18.0% | +0.1% | -18.1% | +15.4% |
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 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