+107.3%
PTC vs ALC
+31.8%
+75.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.2% |
| 7D | -0.2% | +4.9% | -5.1% | -2.5% |
| 30D | +0.8% | +19.0% | -18.2% | -7.0% |
| 3M | +32.1% | +7.8% | +24.3% | +27.4% |
| 6M | +42.6% | +14.6% | +28.1% | +33.4% |
| YTD | +12.0% | -4.4% | +16.4% | +12.5% |
| 1Y | +12.2% | +1.4% | +10.8% | +9.4% |
| 3Y | +31.2% | +2.5% | +28.7% | +22.8% |
| 5Y | +54.9% | -10.9% | +65.8% | +53.8% |
| All | +107.3% | +31.8% | +75.5% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling