+69.9%
PR vs PTC
+31.8%
+38.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.8% |
| 7D | -16.5% | -0.1% | -16.4% | -16.5% |
| 30D | -4.5% | +0.8% | -5.3% | -4.6% |
| 3M | +8.5% | +39.6% | -31.0% | +1.4% |
| 6M | -3.3% | +41.5% | -44.8% | -10.1% |
| YTD | +55.7% | +11.7% | +44.0% | +56.3% |
| 1Y | +82.0% | +2.4% | +79.6% | +88.6% |
| All | +69.9% | +31.8% | +38.1% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling