+317.2%
PTC vs ALLY
+201.0%
+116.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | +0.7% | +3.4% | -2.7% | -0.5% |
| 3M | +32.6% | -11.1% | +43.7% | +37.4% |
| 6M | +33.6% | -11.5% | +45.1% | +37.9% |
| YTD | +12.4% | -12.3% | +24.8% | +15.8% |
| 1Y | +11.2% | +1.1% | +10.1% | +9.1% |
| 3Y | +31.7% | +64.8% | -33.1% | +6.0% |
| 5Y | +60.1% | -6.9% | +66.9% | +50.9% |
| 10Y | +317.2% | +194.9% | +122.2% | +152.3% |
| All | +317.2% | +201.0% | +116.2% | +152.3% |
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