+63.3%
PTC vs ALC
-9.1%
+72.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -1.4% |
| 7D | +0.5% | -1.1% | +1.6% | +0.9% |
| 30D | +1.2% | +16.0% | -14.8% | -5.0% |
| 3M | +27.4% | +0.8% | +26.5% | +26.5% |
| 6M | +39.2% | +16.8% | +22.4% | +30.1% |
| YTD | +12.5% | -5.5% | +18.0% | +13.6% |
| 1Y | +12.3% | -5.3% | +17.5% | +13.1% |
| 3Y | +28.8% | +4.1% | +24.8% | +18.9% |
| All | +63.3% | -9.1% | +72.4% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling