+54.3%
PTC vs ALLE
+49.9%
+4.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.6% |
| 7D | -0.2% | -0.6% | +0.3% | -0.1% |
| 30D | +0.8% | +25.3% | -24.6% | -8.7% |
| 3M | +32.1% | +10.3% | +21.8% | +26.3% |
| 6M | +42.6% | +38.0% | +4.6% | +22.7% |
| YTD | +12.0% | +17.8% | -5.8% | +2.9% |
| 1Y | +12.2% | +13.6% | -1.4% | +4.8% |
| 3Y | +31.2% | +89.2% | -58.0% | -8.1% |
| All | +54.3% | +49.9% | +4.4% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling