+79.3%
PR vs PTC
-3.9%
+83.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.4% | -0.2% |
| 7D | +2.9% | -10.3% | +13.2% | +5.4% |
| 30D | +18.0% | +1.1% | +16.9% | +17.5% |
| 3M | +16.9% | +1.6% | +15.3% | +16.3% |
| 6M | +28.2% | -13.5% | +41.7% | +34.0% |
| YTD | +69.3% | -19.1% | +88.4% | +80.6% |
| 1Y | +69.5% | -33.9% | +103.4% | +96.2% |
| All | +79.3% | -3.9% | +83.2% | +66.0% |
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