+137.1%
PSX vs PTC
-2.9%
+140.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | +1.6% |
| 7D | +4.5% | -10.3% | +14.8% | +7.2% |
| 30D | +26.6% | +1.1% | +25.5% | +25.8% |
| 3M | +39.3% | +1.6% | +37.7% | +37.9% |
| 6M | +56.8% | -13.5% | +70.3% | +62.5% |
| YTD | +101.8% | -19.1% | +120.9% | +113.2% |
| 1Y | +99.6% | -33.9% | +133.5% | +126.4% |
| All | +137.1% | -2.9% | +140.0% | +118.7% |
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