+203.4%
PTC vs ALLY
+178.4%
+25.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.3% | -2.2% | -4.4% |
| 7D | -12.8% | +1.0% | -13.8% | -13.1% |
| 30D | -9.8% | -3.3% | -6.5% | -8.8% |
| 3M | -2.1% | +0.5% | -2.5% | -2.6% |
| 6M | -18.1% | +12.6% | -30.7% | -22.0% |
| YTD | -23.5% | -4.7% | -18.8% | -23.1% |
| 1Y | -37.4% | +5.2% | -42.6% | -39.3% |
| 3Y | -7.2% | +66.5% | -73.7% | -25.5% |
| 5Y | +2.7% | +0.2% | +2.4% | -5.5% |
| 10Y | +203.4% | +180.8% | +22.6% | +86.5% |
| All | +203.4% | +178.4% | +25.0% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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