-39.9%
PSKY vs PTC
+29.3%
-69.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.7% | -4.8% |
| 7D | -24.6% | -0.8% | -23.8% | -24.5% |
| 30D | -36.1% | +41.2% | -77.4% | -38.3% |
| 3M | -37.1% | +31.6% | -68.7% | -37.8% |
| 6M | -40.5% | +39.6% | -80.1% | -42.0% |
| YTD | -47.7% | +10.8% | -58.5% | -46.2% |
| 1Y | -58.4% | -4.5% | -53.9% | -55.8% |
| All | -39.9% | +29.3% | -69.2% | -56.1% |
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