+700.3%
PTC vs ARWR
-98.0%
+798.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.2% |
| 7D | -0.2% | -2.9% | +2.7% | -0.2% |
| 30D | +0.8% | -5.4% | +6.2% | +0.8% |
| 3M | +32.1% | -32.2% | +64.3% | +32.3% |
| 6M | +42.6% | -26.5% | +69.1% | +42.7% |
| YTD | +12.0% | -12.4% | +24.4% | +12.0% |
| 1Y | +12.2% | +46.9% | -34.7% | +11.9% |
| 3Y | +31.2% | +116.0% | -84.7% | +30.6% |
| 5Y | +54.9% | -28.0% | +82.8% | +54.5% |
| 10Y | +343.1% | +923.9% | -580.8% | +341.4% |
| All | +700.3% | -98.0% | +798.3% | +813.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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