-10.2%
PTC vs BOXX
+14.6%
-24.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.2% |
| 7D | -14.2% | 0.0% | -14.3% | -14.5% |
| 30D | -14.4% | +0.3% | -14.7% | -16.2% |
| 3M | -4.7% | +1.0% | -5.7% | -11.0% |
| 6M | -19.3% | +1.9% | -21.2% | -27.8% |
| YTD | -26.1% | +2.6% | -28.7% | -35.7% |
| 1Y | -37.1% | +4.0% | -41.1% | -47.6% |
| All | -10.2% | +14.6% | -24.8% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 3y: compounded portfolio wealth divided by compounded BOXX 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…
3y analysis · Full analysis span regression · 6 months rolling