+317.2%
PTC vs ALLE
+233.6%
+83.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.9% |
| 7D | +0.8% | -0.6% | +1.4% | +1.0% |
| 30D | +0.7% | +26.6% | -25.9% | -10.5% |
| 3M | +32.6% | +13.2% | +19.4% | +24.2% |
| 6M | +33.6% | +42.9% | -9.3% | +10.6% |
| YTD | +12.4% | +21.0% | -8.6% | +0.2% |
| 1Y | +11.2% | +15.2% | -3.9% | +1.6% |
| 3Y | +31.7% | +95.6% | -63.9% | -10.8% |
| 5Y | +60.1% | +53.4% | +6.6% | +20.8% |
| 10Y | +317.2% | +221.5% | +95.7% | +111.6% |
| All | +317.2% | +233.6% | +83.6% | +111.6% |
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