+1,731.5%
PTC vs M
+425.5%
+1,306.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.6% | +1.2% |
| 7D | -0.1% | -2.1% | +2.0% | +0.3% |
| 30D | +0.8% | +7.7% | -6.9% | -1.4% |
| 3M | +39.6% | -4.4% | +43.9% | +40.4% |
| 6M | +41.5% | +27.5% | +14.0% | +30.4% |
| YTD | +11.7% | +12.8% | -1.0% | +5.3% |
| 1Y | +2.4% | +20.7% | -18.3% | -5.4% |
| 3Y | +31.9% | +111.3% | -79.4% | -2.2% |
| 5Y | +54.5% | -6.3% | +60.8% | +32.6% |
| 10Y | +342.1% | +1.5% | +340.6% | +188.1% |
| All | +1,731.5% | +425.5% | +1,306.0% | +360.9% |
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