-72.0%
S vs PTC
+6.0%
-78.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.0% | +6.4% | +5.6% |
| 7D | -7.7% | -10.3% | +2.6% | +1.1% |
| 30D | -5.3% | +1.1% | -6.5% | -6.6% |
| 3M | +20.3% | +1.6% | +18.7% | +15.7% |
| 6M | +47.4% | -13.5% | +60.8% | +65.0% |
| YTD | +32.5% | -19.1% | +51.6% | +57.7% |
| 1Y | +9.5% | -33.9% | +43.4% | +56.9% |
| 3Y | +15.5% | -3.9% | +19.4% | +8.7% |
| All | -72.0% | +6.0% | -78.0% | -77.9% |
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