+60.1%
PTC vs ALLY
-6.7%
+66.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | +0.7% | +3.4% | -2.7% | -0.3% |
| 3M | +32.6% | -11.1% | +43.7% | +36.7% |
| 6M | +33.6% | -11.5% | +45.1% | +37.3% |
| YTD | +12.4% | -12.3% | +24.8% | +15.5% |
| 1Y | +11.2% | +1.1% | +10.1% | +9.4% |
| 3Y | +31.7% | +64.8% | -33.1% | +9.6% |
| 5Y | +60.1% | -6.9% | +66.9% | +56.8% |
| All | +60.1% | -6.7% | +66.8% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling