+21.2%
PTC vs ADVB
-97.6%
+118.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.5% | +9.2% | -0.5% |
| 7D | -0.1% | -28.0% | +27.9% | -0.7% |
| 30D | +0.8% | -70.2% | +71.0% | -1.5% |
| 3M | +39.6% | -76.1% | +115.6% | +36.0% |
| 6M | +41.5% | -72.3% | +113.8% | +39.4% |
| YTD | +11.7% | -67.5% | +79.2% | +10.3% |
| 1Y | +2.4% | -78.6% | +81.0% | +1.1% |
| All | +21.2% | -97.6% | +118.8% | +31.5% |
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