+28.9%
PTC vs REPL
+96.7%
-67.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.2% | -0.2% |
| 7D | +0.5% | +5.3% | -4.8% | +0.5% |
| 30D | +0.9% | +66.6% | -65.7% | +0.5% |
| 3M | +30.4% | +59.6% | -29.2% | +29.9% |
| 6M | +34.4% | +482.4% | -447.9% | +31.9% |
| YTD | +12.6% | +124.1% | -111.5% | +11.1% |
| 1Y | +10.2% | +138.6% | -128.4% | +8.7% |
| All | +28.9% | +96.7% | -67.8% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling