+330.1%
PTC vs ALLE
+222.4%
+107.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.7% |
| 7D | -0.2% | -0.6% | +0.3% | -0.1% |
| 30D | +0.8% | +25.3% | -24.6% | -10.0% |
| 3M | +32.1% | +10.3% | +21.8% | +25.3% |
| 6M | +42.6% | +38.0% | +4.6% | +20.1% |
| YTD | +12.0% | +17.8% | -5.8% | +1.1% |
| 1Y | +12.2% | +13.6% | -1.4% | +3.1% |
| 3Y | +31.2% | +89.2% | -58.0% | -9.6% |
| 5Y | +54.9% | +51.1% | +3.8% | +17.6% |
| All | +330.1% | +222.4% | +107.7% | +118.0% |
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