+12.2%
PTC vs LTH
+84.4%
-72.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.1% |
| 7D | -0.2% | +4.5% | -4.7% | +0.1% |
| 30D | +0.8% | +16.3% | -15.6% | +2.2% |
| 3M | +32.1% | +8.4% | +23.7% | +33.8% |
| 6M | +42.6% | +40.3% | +2.3% | +45.2% |
| YTD | +12.0% | +77.3% | -65.3% | +9.4% |
| 1Y | +12.2% | +88.0% | -75.8% | +7.5% |
| All | +12.2% | +84.4% | -72.3% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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