-33.9%
PTC vs M
+46.1%
-80.0%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.6% | -8.6% | -6.0% |
| 7D | -10.3% | +4.7% | -15.0% | -10.2% |
| 30D | +1.1% | -9.6% | +10.8% | +1.0% |
| 3M | +1.6% | +0.9% | +0.8% | +1.9% |
| 6M | -13.5% | +22.3% | -35.7% | -13.9% |
| YTD | -19.1% | +6.5% | -25.6% | -18.5% |
| 1Y | -33.9% | +38.8% | -72.6% | -37.3% |
| All | -33.9% | +46.1% | -80.0% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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