-3.5%
PTC vs M
+117.7%
-121.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.6% | -8.6% | -6.3% |
| 7D | -10.3% | +4.7% | -15.0% | -10.8% |
| 30D | +1.1% | -9.6% | +10.8% | +2.3% |
| 3M | +1.6% | +0.9% | +0.8% | +1.2% |
| 6M | -13.5% | +22.3% | -35.7% | -16.3% |
| YTD | -19.1% | +6.5% | -25.6% | -20.4% |
| 1Y | -33.9% | +38.8% | -72.6% | -37.8% |
| All | -3.5% | +117.7% | -121.2% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling