+54.3%
PTC vs ALM
+396.4%
-342.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.2% |
| 7D | -0.2% | -6.7% | +6.4% | -0.1% |
| 30D | +0.8% | -32.9% | +33.7% | +1.8% |
| 3M | +32.1% | -39.5% | +71.6% | +33.5% |
| 6M | +42.6% | -62.0% | +104.6% | +45.8% |
| YTD | +12.0% | -7.8% | +19.8% | +9.4% |
| 1Y | +12.2% | +26.7% | -14.5% | +7.7% |
| 3Y | +31.2% | +825.4% | -794.1% | +12.6% |
| All | +54.3% | +396.4% | -342.1% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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