+12.2%
PTC vs ABCL
+152.2%
-140.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.7% | -6.5% | 0.0% |
| 7D | -0.2% | -3.2% | +2.9% | -0.2% |
| 30D | +0.8% | -7.4% | +8.2% | +1.0% |
| 3M | +32.1% | +81.9% | -49.8% | +27.7% |
| 6M | +42.6% | +135.7% | -93.1% | +36.0% |
| YTD | +12.0% | +247.4% | -235.4% | +2.6% |
| 1Y | +12.2% | +162.3% | -150.1% | +5.5% |
| All | +12.2% | +152.2% | -140.1% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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