-3.5%
PTC vs ABCL
+104.5%
-108.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.2% | -4.8% | -5.9% |
| 7D | -10.3% | +0.7% | -11.0% | -10.3% |
| 30D | +1.1% | +93.1% | -91.9% | -4.5% |
| 3M | +1.6% | +79.4% | -77.8% | -4.0% |
| 6M | -13.5% | +214.9% | -228.3% | -22.8% |
| YTD | -19.1% | +234.2% | -253.3% | -28.7% |
| 1Y | -33.9% | +174.8% | -208.6% | -41.0% |
| All | -3.5% | +104.5% | -108.0% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling