+30.9%
PTC vs ALLE
+90.7%
-59.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.5% |
| 7D | -0.1% | 0.0% | -0.1% | -0.2% |
| 30D | +0.8% | +20.6% | -19.8% | -4.9% |
| 3M | +39.6% | +11.4% | +28.2% | +34.9% |
| 6M | +41.5% | +42.5% | -1.1% | +25.7% |
| YTD | +11.7% | +18.9% | -7.2% | +5.7% |
| 1Y | +2.4% | +14.2% | -11.7% | -1.4% |
| All | +30.9% | +90.7% | -59.8% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling