+160.5%
PR vs PTC
+496.9%
-336.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.6% | -7.1% | -6.8% |
| 7D | -12.1% | +0.1% | -12.2% | -12.1% |
| 30D | +0.9% | +1.5% | -0.6% | +0.3% |
| 3M | +10.1% | +37.8% | -27.6% | -6.4% |
| 6M | +1.1% | +41.2% | -40.1% | -16.5% |
| YTD | +63.7% | +12.0% | +51.6% | +48.9% |
| 1Y | +87.0% | +1.6% | +85.4% | +77.4% |
| 3Y | +70.7% | +32.3% | +38.4% | +38.2% |
| 5Y | +246.8% | +61.4% | +185.4% | +148.9% |
| 10Y | +72.6% | +343.4% | -270.8% | +1.3% |
| All | +160.5% | +496.9% | -336.4% | +51.9% |
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