+54.5%
PTC vs ABCL
-30.0%
+84.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.4% | +9.1% | +0.7% |
| 7D | -0.1% | -14.9% | +14.8% | +1.5% |
| 30D | +0.8% | -15.4% | +16.2% | +2.3% |
| 3M | +39.6% | +88.0% | -48.4% | +27.8% |
| 6M | +41.5% | +138.8% | -97.4% | +23.8% |
| YTD | +11.7% | +225.4% | -213.7% | -7.3% |
| 1Y | +2.4% | +137.3% | -134.9% | -11.5% |
| 3Y | +31.9% | +136.8% | -104.9% | +7.7% |
| 5Y | +54.5% | -26.2% | +80.8% | +43.7% |
| All | +54.5% | -30.0% | +84.6% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling