+1,407.5%
RF vs PTC
+8,796.0%
-7,388.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +5.0% | +0.8% | +4.2% | +4.9% |
| 3M | -10.0% | +39.6% | -49.5% | -16.9% |
| 6M | +3.3% | +41.5% | -38.2% | -5.4% |
| YTD | +7.9% | +11.7% | -3.8% | +3.2% |
| 1Y | +21.2% | +2.4% | +18.8% | +17.8% |
| 3Y | +105.8% | +31.9% | +73.9% | +89.4% |
| 5Y | +43.7% | +54.5% | -10.8% | +27.3% |
| 10Y | +289.4% | +342.1% | -52.6% | +178.2% |
| All | +1,407.5% | +8,796.0% | -7,388.5% | +532.3% |
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