+41.6%
PTC vs ALC
+21.6%
+20.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.5% | -4.6% |
| 7D | -12.8% | -3.7% | -9.1% | -11.3% |
| 30D | -9.8% | -3.7% | -6.0% | -8.2% |
| 3M | -2.1% | +4.6% | -6.6% | -4.1% |
| 6M | -18.1% | -14.6% | -3.5% | -13.0% |
| YTD | -23.5% | -11.9% | -11.6% | -20.1% |
| 1Y | -37.4% | -13.1% | -24.2% | -34.3% |
| 3Y | -7.2% | -15.0% | +7.8% | -4.7% |
| 5Y | +2.7% | -16.2% | +18.9% | +4.9% |
| All | +41.6% | +21.6% | +20.0% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling