+54.3%
PTC vs REPL
-35.6%
+89.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.0% | -7.8% | +0.1% |
| 7D | -0.2% | +22.8% | -23.0% | -0.7% |
| 30D | +0.8% | +63.8% | -63.0% | -0.4% |
| 3M | +32.1% | +68.1% | -36.0% | +30.5% |
| 6M | +42.6% | +528.5% | -485.9% | +33.8% |
| YTD | +12.0% | +122.4% | -110.5% | +6.7% |
| 1Y | +12.2% | +154.4% | -142.2% | +6.3% |
| 3Y | +31.2% | +68.0% | -36.8% | +12.5% |
| All | +54.3% | -35.6% | +89.9% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling