+8,796.0%
PTC vs EXPD
+30,870.6%
-22,074.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +1.2% |
| 7D | -0.1% | -4.8% | +4.7% | +1.5% |
| 30D | +0.8% | -1.5% | +2.4% | +1.2% |
| 3M | +39.6% | +4.1% | +35.5% | +37.3% |
| 6M | +41.5% | +24.0% | +17.5% | +30.6% |
| YTD | +11.7% | +27.4% | -15.7% | +1.2% |
| 1Y | +2.4% | +38.4% | -35.9% | -9.9% |
| 3Y | +31.9% | +73.2% | -41.3% | +5.8% |
| 5Y | +54.5% | +59.9% | -5.3% | +26.3% |
| 10Y | +342.1% | +319.9% | +22.1% | +159.2% |
| All | +8,796.0% | +30,870.6% | -22,074.6% | +2,239.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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