+10.4%
PTC vs ALK
-4.9%
+15.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.1% | -6.7% | +0.5% |
| 7D | +0.8% | +8.9% | -8.1% | +0.9% |
| 30D | +0.7% | +5.9% | -5.2% | +0.8% |
| 3M | +32.6% | -16.5% | +49.1% | +32.7% |
| 6M | +33.6% | +2.1% | +31.5% | +33.4% |
| YTD | +12.4% | -17.1% | +29.5% | +12.6% |
| All | +10.4% | -4.9% | +15.3% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling