+316.7%
PTC vs ALLY
+182.8%
+133.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | +1.1% |
| 7D | +1.3% | -0.7% | +1.9% | +1.5% |
| 30D | +1.1% | +1.1% | -0.1% | +0.5% |
| 3M | +30.1% | -13.2% | +43.3% | +35.9% |
| 6M | +34.0% | -13.5% | +47.5% | +39.4% |
| YTD | +12.8% | -14.3% | +27.1% | +17.1% |
| 1Y | +10.7% | -1.1% | +11.9% | +9.4% |
| 3Y | +29.6% | +62.0% | -32.4% | +4.9% |
| 5Y | +63.5% | -9.6% | +73.2% | +55.7% |
| 10Y | +316.7% | +176.0% | +140.7% | +153.8% |
| All | +316.7% | +182.8% | +133.9% | +153.8% |
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