+2,090.1%
PPL vs PTC
+6,346.6%
-4,256.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | +0.5% |
| 7D | +2.7% | -10.3% | +12.9% | +3.5% |
| 30D | +0.5% | +1.1% | -0.7% | +0.3% |
| 3M | +0.7% | +1.6% | -0.9% | +0.2% |
| 6M | -7.6% | -13.5% | +5.9% | -6.9% |
| YTD | +1.8% | -19.1% | +20.9% | +3.1% |
| 1Y | -0.8% | -33.9% | +33.1% | +2.1% |
| 3Y | +56.9% | -3.9% | +60.8% | +55.5% |
| 5Y | +39.5% | +6.0% | +33.5% | +36.3% |
| 10Y | +55.4% | +223.7% | -168.3% | +36.8% |
| All | +2,090.1% | +6,346.6% | -4,256.6% | +1,380.2% |
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 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