+12.2%
PTC vs ALC
+2.0%
+10.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.7% |
| 7D | -0.2% | +4.9% | -5.1% | -1.4% |
| 30D | +0.8% | +19.0% | -18.2% | -3.7% |
| 3M | +32.1% | +7.8% | +24.3% | +29.5% |
| 6M | +42.6% | +14.6% | +28.1% | +38.5% |
| YTD | +12.0% | -4.4% | +16.4% | +11.4% |
| 1Y | +12.2% | +1.4% | +10.8% | +10.1% |
| All | +12.2% | +2.0% | +10.2% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling