+63.3%
PTC vs ALLY
-10.0%
+73.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | +1.2% | +5.2% | -4.0% | -0.3% |
| 3M | +27.4% | -13.3% | +40.7% | +32.3% |
| 6M | +39.2% | -6.7% | +45.9% | +40.9% |
| YTD | +12.5% | -12.8% | +25.3% | +15.7% |
| 1Y | +12.3% | +0.7% | +11.6% | +10.5% |
| 3Y | +28.8% | +65.2% | -36.4% | +7.1% |
| All | +63.3% | -10.0% | +73.3% | +59.8% |
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