+452.7%
PTC vs ALLY
+101.5%
+351.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | -0.1% | -1.1% | +1.0% | +0.2% |
| 30D | +0.8% | +4.2% | -3.3% | -0.7% |
| 3M | +39.6% | -12.4% | +52.0% | +45.3% |
| 6M | +41.5% | -8.7% | +50.2% | +44.5% |
| YTD | +11.7% | -11.6% | +23.4% | +14.8% |
| 1Y | +2.4% | +0.2% | +2.3% | +0.9% |
| 3Y | +31.9% | +57.1% | -25.2% | +7.9% |
| 5Y | +54.5% | -6.8% | +61.4% | +45.3% |
| 10Y | +342.1% | +200.4% | +141.7% | +148.5% |
| All | +452.7% | +101.5% | +351.2% | +251.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling