+300.5%
PTC vs ALLY
+124.8%
+175.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.3% | -6.4% | -6.1% |
| 7D | -10.3% | +3.7% | -13.9% | -11.4% |
| 30D | +1.1% | -2.3% | +3.4% | +1.8% |
| 3M | +1.6% | +3.8% | -2.2% | -0.1% |
| 6M | -13.5% | +9.7% | -23.2% | -16.9% |
| YTD | -19.1% | -1.4% | -17.6% | -19.6% |
| 1Y | -33.9% | +8.2% | -42.1% | -36.5% |
| 3Y | -3.9% | +66.5% | -70.4% | -22.8% |
| 5Y | +6.0% | +1.2% | +4.8% | -2.9% |
| 10Y | +223.7% | +191.4% | +32.3% | +84.8% |
| All | +300.5% | +124.8% | +175.7% | +146.3% |
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 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