+46.1%
PTC vs REPL
-6.0%
+52.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.1% |
| 3M | +1.6% | +52.4% | -50.8% | -2.0% |
| 6M | -13.5% | +107.4% | -120.9% | -21.3% |
| YTD | -19.1% | +54.7% | -73.8% | -25.3% |
| 1Y | -33.9% | +158.9% | -192.7% | -42.6% |
| 3Y | -3.9% | -23.7% | +19.8% | -19.9% |
| 5Y | +6.0% | -54.3% | +60.4% | -9.6% |
| All | +46.1% | -6.0% | +52.1% | -0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling