+1,514.2%
RF vs PTC
+6,346.6%
-4,832.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +6.0% | +1.1% |
| 7D | +1.3% | -10.3% | +11.6% | +3.4% |
| 30D | -3.6% | +1.1% | -4.8% | -4.1% |
| 3M | +8.1% | +1.6% | +6.5% | +7.0% |
| 6M | +11.5% | -13.5% | +24.9% | +13.6% |
| YTD | +15.6% | -19.1% | +34.6% | +19.1% |
| 1Y | +15.7% | -33.9% | +49.6% | +23.9% |
| 3Y | +86.9% | -3.9% | +90.8% | +85.3% |
| 5Y | +89.8% | +6.0% | +83.8% | +82.9% |
| 10Y | +344.7% | +223.7% | +121.0% | +241.5% |
| All | +1,514.2% | +6,346.6% | -4,832.4% | +629.6% |
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