+8.7%
PTC vs ALK
-25.3%
+33.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.5% | -7.6% | -6.3% |
| 7D | -10.3% | -0.7% | -9.6% | -10.2% |
| 30D | +1.1% | -19.2% | +20.4% | +5.3% |
| 3M | +1.6% | -1.5% | +3.1% | +0.7% |
| 6M | -13.5% | -13.1% | -0.4% | -12.6% |
| YTD | -19.1% | -16.4% | -2.6% | -18.1% |
| 1Y | -33.9% | -33.1% | -0.8% | -29.4% |
| 3Y | -3.9% | +0.6% | -4.5% | -13.5% |
| All | +8.7% | -25.3% | +33.9% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling