+2,146.7%
PPL vs PTC
+8,822.5%
-6,675.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | 0.0% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | +8.4% | +1.5% | +6.9% | +8.3% |
| 3M | +2.4% | +37.8% | -35.4% | -0.8% |
| 6M | -4.0% | +41.2% | -45.2% | -7.3% |
| YTD | +4.5% | +12.0% | -7.6% | +2.6% |
| 1Y | +1.7% | +1.6% | +0.1% | +0.7% |
| 3Y | +55.5% | +32.3% | +23.2% | +49.6% |
| 5Y | +47.0% | +61.4% | -14.4% | +38.4% |
| 10Y | +62.4% | +343.4% | -281.0% | +38.8% |
| All | +2,146.7% | +8,822.5% | -6,675.9% | +1,372.7% |
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 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