+2,164.3%
PPL vs PTC
+8,796.0%
-6,631.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | +6.8% | +0.8% | +6.0% | +6.8% |
| 3M | +3.9% | +39.6% | -35.7% | +0.6% |
| 6M | -2.0% | +41.5% | -43.5% | -5.5% |
| YTD | +5.3% | +11.7% | -6.4% | +3.4% |
| 1Y | +2.2% | +2.4% | -0.2% | +1.1% |
| 3Y | +56.7% | +31.9% | +24.8% | +50.8% |
| 5Y | +49.1% | +54.5% | -5.4% | +40.8% |
| 10Y | +63.6% | +342.1% | -278.4% | +40.0% |
| All | +2,164.3% | +8,796.0% | -6,631.7% | +1,384.6% |
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