+8.7%
PTC vs ALLY
+1.6%
+7.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.3% | -6.4% | -6.1% |
| 7D | -10.3% | +3.7% | -13.9% | -11.2% |
| 30D | +1.1% | -2.3% | +3.4% | +1.7% |
| 3M | +1.6% | +3.8% | -2.2% | +0.2% |
| 6M | -13.5% | +9.7% | -23.2% | -16.4% |
| YTD | -19.1% | -1.4% | -17.6% | -19.4% |
| 1Y | -33.9% | +8.2% | -42.1% | -36.1% |
| 3Y | -3.9% | +66.5% | -70.4% | -20.2% |
| All | +8.7% | +1.6% | +7.1% | +2.5% |
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 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