-3.5%
PTC vs ALLE
+42.6%
-46.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.0% | -7.0% | -6.4% |
| 7D | -10.3% | -0.2% | -10.0% | -10.2% |
| 30D | +1.1% | -6.8% | +7.9% | +3.4% |
| 3M | +1.6% | +21.0% | -19.4% | -5.1% |
| 6M | -13.5% | +1.1% | -14.6% | -13.7% |
| YTD | -19.1% | -0.5% | -18.5% | -19.1% |
| 1Y | -33.9% | -7.3% | -26.6% | -31.9% |
| All | -3.5% | +42.6% | -46.0% | -19.2% |
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