+104.9%
PSX vs PTC
-38.1%
+143.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.5% | +7.1% | +1.8% |
| 7D | +2.8% | -12.8% | +15.6% | +3.4% |
| 30D | +27.8% | -9.8% | +37.5% | +28.2% |
| 3M | +42.0% | -2.1% | +44.1% | +41.9% |
| 6M | +58.1% | -18.1% | +76.2% | +58.7% |
| YTD | +105.0% | -23.5% | +128.5% | +106.5% |
| 1Y | +104.9% | -37.4% | +142.3% | +102.0% |
| All | +104.9% | -38.1% | +143.0% | +102.0% |
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 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