+21.5%
PTC vs ADVB
-97.5%
+119.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.0% | +0.3% |
| 7D | -0.2% | -13.9% | +13.7% | -0.5% |
| 30D | +0.8% | -68.1% | +68.9% | -1.5% |
| 3M | +32.1% | -73.4% | +105.5% | +29.0% |
| 6M | +42.6% | -70.8% | +113.4% | +40.7% |
| YTD | +12.0% | -66.1% | +78.1% | +10.6% |
| 1Y | +12.2% | -77.5% | +89.7% | +10.8% |
| All | +21.5% | -97.5% | +119.0% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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