+36.3%
S vs PTC
+10.9%
+25.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +1.4% | +1.3% | +0.1% | +0.9% |
| 30D | -10.8% | +1.1% | -11.9% | -11.1% |
| 3M | +5.4% | +30.1% | -24.8% | -5.5% |
| 6M | +41.2% | +34.0% | +7.2% | +27.9% |
| YTD | +56.2% | +12.8% | +43.4% | +76.5% |
| 1Y | +36.3% | +10.7% | +25.6% | +59.7% |
| All | +36.3% | +10.9% | +25.4% | +59.7% |
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