+31.2%
PTC vs M
+100.8%
-69.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.7% |
| 7D | -0.2% | -4.3% | +4.0% | +0.2% |
| 30D | +0.8% | +1.3% | -0.5% | +0.5% |
| 3M | +32.1% | -7.4% | +39.5% | +32.9% |
| 6M | +42.6% | +18.3% | +24.3% | +38.6% |
| YTD | +12.0% | +7.6% | +4.4% | +9.9% |
| 1Y | +12.2% | +17.4% | -5.2% | +8.4% |
| 3Y | +31.2% | +108.4% | -77.1% | +15.2% |
| All | +31.2% | +100.8% | -69.6% | +15.2% |
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