-5.9%
POET vs PTC
-0.9%
-4.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.5% | -2.7% |
| 7D | +9.7% | -13.6% | +23.3% | +14.3% |
| 30D | -6.5% | -14.7% | +8.1% | -2.5% |
| 3M | -25.7% | -5.9% | -19.8% | -25.5% |
| 6M | +19.6% | -21.1% | +40.7% | +28.5% |
| YTD | +26.4% | -26.0% | +52.4% | +38.6% |
| 1Y | +50.1% | -36.8% | +86.9% | +76.3% |
| 3Y | +127.9% | -10.3% | +138.2% | +137.7% |
| 5Y | -5.9% | +1.2% | -7.1% | -0.2% |
| All | -5.9% | -0.9% | -4.9% | -0.2% |
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