-58.5%
PSKY vs PTC
+1,201.7%
-1,260.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.7% | -4.8% |
| 7D | -24.6% | -0.8% | -23.8% | -24.3% |
| 30D | -36.1% | +41.2% | -77.4% | -48.2% |
| 3M | -37.1% | +31.6% | -68.7% | -47.0% |
| 6M | -40.5% | +39.6% | -80.1% | -51.4% |
| YTD | -47.7% | +10.8% | -58.5% | -52.7% |
| 1Y | -58.4% | -4.5% | -53.9% | -59.7% |
| 3Y | -40.7% | +33.6% | -74.3% | -52.8% |
| 5Y | -80.0% | +56.3% | -136.3% | -85.6% |
| 10Y | -84.4% | +326.4% | -410.8% | -94.5% |
| All | -58.5% | +1,201.7% | -1,260.2% | -94.0% |
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