+507.7%
PTC vs ALLE
+331.3%
+176.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +1.1% |
| 7D | -0.1% | 0.0% | -0.1% | -0.2% |
| 30D | +0.8% | +20.6% | -19.8% | -8.4% |
| 3M | +39.6% | +11.4% | +28.2% | +31.7% |
| 6M | +41.5% | +42.5% | -1.1% | +17.1% |
| YTD | +11.7% | +18.9% | -7.2% | +0.3% |
| 1Y | +2.4% | +14.2% | -11.7% | -6.1% |
| 3Y | +31.9% | +90.7% | -58.8% | -9.2% |
| 5Y | +54.5% | +52.5% | +2.0% | +17.0% |
| 10Y | +342.1% | +231.2% | +110.9% | +116.5% |
| All | +507.7% | +331.3% | +176.4% | +165.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling