-35.1%
PSKY vs PTC
+851.2%
-886.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.4% | +1.1% |
| 7D | -0.2% | -10.3% | +10.1% | +4.6% |
| 30D | +24.0% | +1.1% | +22.8% | +22.9% |
| 3M | +2.2% | +1.6% | +0.6% | -0.3% |
| 6M | -9.0% | -13.5% | +4.5% | -4.8% |
| YTD | -18.1% | -19.1% | +0.9% | -12.2% |
| 1Y | -25.1% | -33.9% | +8.8% | -11.9% |
| 3Y | -16.3% | -3.9% | -12.4% | -20.4% |
| 5Y | -70.4% | +6.0% | -76.4% | -73.8% |
| 10Y | -74.2% | +223.7% | -297.9% | -89.4% |
| All | -35.1% | +851.2% | -886.3% | -88.8% |
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 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