-29.7%
PTC vs ZYBT
-57.8%
+28.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | -14.2% | -2.5% | -11.8% | -14.2% |
| 30D | -14.4% | -1.2% | -13.2% | -14.4% |
| 3M | -4.7% | +76.7% | -81.4% | -5.2% |
| 6M | -19.3% | +103.6% | -122.9% | -20.2% |
| YTD | -26.1% | +38.3% | -64.4% | -26.6% |
| 1Y | -37.1% | -84.7% | +47.7% | -36.0% |
| All | -29.7% | -57.8% | +28.1% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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