+24.5%
Q vs PTC
-5.1%
+29.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | +1.2% | +0.5% | +0.7% | +1.2% |
| 30D | -2.7% | +1.2% | -3.9% | -2.6% |
| 3M | -16.9% | +27.4% | -44.3% | -15.4% |
| 6M | -26.9% | +39.2% | -66.1% | -21.9% |
| YTD | +45.2% | +12.5% | +32.7% | +73.7% |
| 1Y | +38.1% | +12.3% | +25.9% | +64.9% |
| All | +24.5% | -5.1% | +29.6% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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