-68.9%
S vs PTC
+55.9%
-124.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -13.4% | -0.2% | -13.2% | -13.2% |
| 30D | -14.0% | +0.8% | -14.7% | -14.4% |
| 3M | +4.9% | +32.1% | -27.2% | -19.2% |
| 6M | +42.0% | +42.6% | -0.6% | -0.5% |
| YTD | +45.1% | +12.0% | +33.2% | +28.3% |
| 1Y | +33.1% | +12.2% | +20.9% | +18.0% |
| 3Y | +40.6% | +31.2% | +9.4% | -1.2% |
| All | -68.9% | +55.9% | -124.8% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling