+1,227.2%
PTC vs M
+396.5%
+830.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.6% | -8.6% | -6.7% |
| 7D | -10.3% | +4.7% | -15.0% | -11.4% |
| 30D | +1.1% | -9.6% | +10.8% | +3.7% |
| 3M | +1.6% | +0.9% | +0.8% | +0.5% |
| 6M | -13.5% | +22.3% | -35.7% | -19.2% |
| YTD | -19.1% | +6.5% | -25.6% | -22.2% |
| 1Y | -33.9% | +38.8% | -72.6% | -41.1% |
| 3Y | -3.9% | +115.9% | -119.8% | -29.1% |
| 5Y | +6.0% | +28.6% | -22.6% | -17.6% |
| 10Y | +223.7% | -2.5% | +226.3% | +113.4% |
| All | +1,227.2% | +396.5% | +830.7% | +240.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling