+8.7%
PTC vs REPL
-54.3%
+63.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.6% | -4.4% | -6.0% |
| 7D | -10.3% | -3.0% | -7.3% | -10.2% |
| 30D | +1.1% | +27.1% | -26.0% | +0.6% |
| 3M | +1.6% | +52.4% | -50.8% | -0.3% |
| 6M | -13.5% | +107.4% | -120.9% | -17.7% |
| YTD | -19.1% | +54.7% | -73.8% | -22.3% |
| 1Y | -33.9% | +158.9% | -192.7% | -38.7% |
| 3Y | -3.9% | -23.7% | +19.8% | -10.7% |
| All | +8.7% | -54.3% | +63.0% | +0.6% |
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