-71.5%
PSKY vs PTC
-0.9%
-70.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.3% | -2.1% | -4.3% |
| 7D | -6.8% | -13.6% | +6.7% | -2.3% |
| 30D | +10.2% | -14.7% | +24.9% | +15.9% |
| 3M | +0.3% | -5.9% | +6.2% | +1.2% |
| 6M | -7.8% | -21.1% | +13.4% | -0.8% |
| YTD | -23.0% | -26.0% | +3.0% | -15.4% |
| 1Y | -31.6% | -36.8% | +5.2% | -20.4% |
| 3Y | -21.3% | -10.3% | -11.1% | -24.6% |
| 5Y | -71.5% | +1.2% | -72.6% | -73.8% |
| All | -71.5% | -0.9% | -70.5% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling