-33.9%
PTC vs COO
+4.1%
-38.0%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.6% | -5.6% |
| 7D | -10.3% | -2.2% | -8.0% | -9.7% |
| 30D | +1.1% | -7.0% | +8.2% | +3.1% |
| 3M | +1.6% | +12.2% | -10.6% | -0.7% |
| 6M | -13.5% | -15.1% | +1.6% | -8.2% |
| YTD | -19.1% | -15.1% | -4.0% | -14.1% |
| 1Y | -33.9% | +2.3% | -36.2% | -33.6% |
| All | -33.9% | +4.1% | -38.0% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling