+311.9%
PTC vs ALK
-45.9%
+357.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.2% |
| 7D | +0.5% | -1.2% | +1.7% | +0.7% |
| 30D | +1.2% | +7.7% | -6.5% | -1.0% |
| 3M | +27.4% | -19.0% | +46.4% | +33.0% |
| 6M | +39.2% | -0.2% | +39.4% | +35.5% |
| YTD | +12.5% | -23.5% | +36.0% | +15.5% |
| 1Y | +12.3% | -9.1% | +21.4% | +9.4% |
| 3Y | +28.8% | +12.0% | +16.8% | +11.2% |
| 5Y | +60.9% | -30.9% | +91.7% | +57.0% |
| All | +311.9% | -45.9% | +357.8% | +292.2% |
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