-54.3%
RUN vs PTC
+10.7%
-65.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -13.5% | +0.5% | -14.0% | -13.5% |
| 30D | +18.3% | +1.2% | +17.1% | +18.3% |
| 3M | -12.5% | +27.4% | -39.8% | -12.3% |
| 6M | -40.3% | +39.2% | -79.5% | -39.3% |
| YTD | -53.1% | +12.5% | -65.6% | -45.2% |
| 1Y | -54.3% | +12.3% | -66.5% | -46.0% |
| All | -54.3% | +10.7% | -65.0% | -46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling