-37.4%
PTC vs MTB
+23.0%
-60.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.5% |
| 7D | -12.8% | +2.8% | -15.6% | -13.0% |
| 30D | -9.8% | -4.2% | -5.6% | -9.5% |
| 3M | -2.1% | +7.8% | -9.9% | -3.1% |
| 6M | -18.1% | +14.8% | -32.9% | -20.3% |
| YTD | -23.5% | +20.8% | -44.3% | -27.1% |
| 1Y | -37.4% | +23.1% | -60.5% | -43.1% |
| All | -37.4% | +23.0% | -60.4% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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