+23.1%
Q vs PTC
-5.5%
+28.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +6.3% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | -9.8% | +0.8% | -10.6% | -9.8% |
| 3M | -12.2% | +32.1% | -44.3% | -10.2% |
| 6M | -21.6% | +42.6% | -64.2% | -17.2% |
| YTD | +43.6% | +12.0% | +31.6% | +71.6% |
| 1Y | +25.7% | +12.2% | +13.5% | +49.8% |
| All | +23.1% | -5.5% | +28.6% | +59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling