-36.8%
PTC vs MDY
+14.2%
-51.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.0% |
| 7D | -13.6% | -0.8% | -12.8% | -13.4% |
| 30D | -14.7% | -3.9% | -10.8% | -13.8% |
| 3M | -5.9% | 0.0% | -5.8% | -6.0% |
| 6M | -21.1% | +8.5% | -29.7% | -25.3% |
| YTD | -26.0% | +13.2% | -39.2% | -32.6% |
| 1Y | -36.8% | +15.0% | -51.9% | -43.3% |
| All | -36.8% | +14.2% | -51.0% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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