+63.3%
PTC vs REPL
-35.0%
+98.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +0.5% | +1.2% | -0.8% | +0.4% |
| 30D | +1.2% | +92.2% | -91.0% | -0.2% |
| 3M | +27.4% | +44.1% | -16.7% | +26.2% |
| 6M | +39.2% | +313.0% | -273.8% | +32.5% |
| YTD | +12.5% | +125.2% | -112.7% | +7.2% |
| 1Y | +12.3% | +143.8% | -131.5% | +6.6% |
| 3Y | +28.8% | +104.2% | -75.4% | +7.4% |
| All | +63.3% | -35.0% | +98.3% | +56.3% |
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