+330.1%
PTC vs ALK
-41.7%
+371.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -0.2% | +9.0% | -9.3% | -2.5% |
| 30D | +0.8% | -1.6% | +2.4% | +0.8% |
| 3M | +32.1% | -23.2% | +55.3% | +39.9% |
| 6M | +42.6% | -3.9% | +46.5% | +40.4% |
| YTD | +12.0% | -22.6% | +34.6% | +14.7% |
| 1Y | +12.2% | -5.3% | +17.5% | +8.2% |
| 3Y | +31.2% | +18.6% | +12.6% | +11.5% |
| 5Y | +54.9% | -34.4% | +89.3% | +53.8% |
| All | +330.1% | -41.7% | +371.9% | +306.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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