+28.9%
PTC vs COO
-23.7%
+52.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +0.5% | -2.3% | +2.8% | +1.0% |
| 30D | +0.9% | +13.3% | -12.4% | -2.2% |
| 3M | +30.4% | -18.1% | +48.5% | +36.5% |
| 6M | +34.4% | +6.7% | +27.7% | +31.6% |
| YTD | +12.6% | -23.2% | +35.8% | +19.9% |
| 1Y | +10.2% | -12.3% | +22.5% | +13.3% |
| All | +28.9% | -23.7% | +52.6% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling