+38.9%
S vs PTC
+29.3%
+9.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.1% | -6.3% | -6.3% |
| 7D | +4.1% | +0.8% | +3.2% | +3.6% |
| 30D | -7.2% | +1.2% | -8.3% | -7.7% |
| 3M | 0.0% | +32.6% | -32.7% | -16.4% |
| 6M | +41.6% | +36.1% | +5.5% | +15.3% |
| YTD | +48.6% | +12.7% | +35.9% | +40.2% |
| 1Y | +30.0% | +10.2% | +19.9% | +25.2% |
| All | +38.9% | +29.3% | +9.6% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling