-27.2%
PTC vs ZYBT
-58.1%
+30.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.9% | -3.6% | -5.5% |
| 7D | -12.8% | -4.2% | -8.6% | -12.8% |
| 30D | -9.8% | -16.4% | +6.6% | -9.8% |
| 3M | -2.1% | +82.9% | -84.9% | -2.7% |
| 6M | -18.1% | +110.7% | -128.8% | -19.0% |
| YTD | -23.5% | +37.4% | -60.9% | -24.0% |
| 1Y | -37.4% | -80.6% | +43.3% | -36.6% |
| All | -27.2% | -58.1% | +30.9% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling