+316.9%
PTC vs ALLE
+212.2%
+104.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.6% |
| 7D | +0.5% | -0.8% | +1.3% | +0.8% |
| 30D | +0.9% | +27.4% | -26.5% | -10.6% |
| 3M | +30.4% | +13.8% | +16.5% | +21.8% |
| 6M | +34.4% | +45.5% | -11.1% | +10.3% |
| YTD | +12.6% | +21.4% | -8.8% | +0.2% |
| 1Y | +10.2% | +15.4% | -5.2% | +0.6% |
| 3Y | +29.4% | +91.7% | -62.3% | -11.4% |
| 5Y | +63.7% | +54.5% | +9.2% | +23.0% |
| 10Y | +316.9% | +210.5% | +106.3% | +119.7% |
| All | +316.9% | +212.2% | +104.7% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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