+132.2%
PSX vs PTC
+32.2%
+100.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -13.1% | -0.2% | -12.9% | -13.1% |
| 30D | -9.5% | +0.8% | -10.3% | -9.7% |
| 3M | +20.2% | +32.1% | -11.9% | +13.2% |
| 6M | +44.9% | +42.6% | +2.3% | +33.2% |
| YTD | +94.4% | +12.0% | +82.4% | +92.1% |
| 1Y | +83.1% | +12.2% | +70.9% | +80.7% |
| 3Y | +132.2% | +31.2% | +100.9% | +82.3% |
| All | +132.2% | +32.2% | +100.0% | +82.3% |
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