-50.7%
SE vs PTC
+5.5%
-56.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | -20.0% | +0.8% | -20.8% | -20.1% |
| 3M | -31.8% | +32.1% | -63.9% | -33.9% |
| 6M | -15.9% | +42.6% | -58.5% | -21.1% |
| YTD | -40.6% | +12.0% | -52.6% | -41.9% |
| 1Y | -50.7% | +12.2% | -62.8% | -51.8% |
| All | -50.7% | +5.5% | -56.2% | -51.8% |
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