-31.6%
PSKY vs PTC
-39.6%
+8.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.3% | -2.1% | -4.6% |
| 7D | -6.8% | -13.6% | +6.7% | -3.8% |
| 30D | +10.2% | -14.7% | +24.9% | +13.9% |
| 3M | +0.3% | -5.9% | +6.2% | +1.8% |
| 6M | -7.8% | -21.1% | +13.4% | +1.1% |
| YTD | -23.0% | -26.0% | +3.0% | -12.0% |
| 1Y | -31.6% | -36.8% | +5.2% | -9.2% |
| All | -31.6% | -39.6% | +8.0% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling