+36.8%
S vs PTC
+10.5%
+26.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.4% | +7.6% | +7.9% |
| 7D | +1.6% | +0.8% | +0.8% | +1.3% |
| 30D | -10.5% | +0.7% | -11.2% | -10.7% |
| 3M | +9.9% | +32.6% | -22.7% | -2.7% |
| 6M | +41.8% | +33.6% | +8.2% | +28.5% |
| YTD | +56.8% | +12.4% | +44.4% | +77.4% |
| All | +36.8% | +10.5% | +26.3% | +60.5% |
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