-37.4%
PTC vs REPL
+136.7%
-174.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.8% | -3.7% | -5.5% |
| 7D | -12.8% | -5.7% | -7.1% | -12.8% |
| 30D | -9.8% | +22.5% | -32.3% | -9.8% |
| 3M | -2.1% | +64.7% | -66.7% | -2.3% |
| 6M | -18.1% | +83.0% | -101.1% | -18.2% |
| YTD | -23.5% | +52.0% | -75.5% | -23.5% |
| 1Y | -37.4% | +144.5% | -181.9% | -38.1% |
| All | -37.4% | +136.7% | -174.1% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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