-49.7%
SE vs PTC
+10.5%
-60.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.9% |
| 7D | +3.3% | +0.8% | +2.5% | +3.2% |
| 30D | -18.2% | +0.7% | -18.9% | -18.2% |
| 3M | -31.3% | +32.6% | -63.9% | -33.5% |
| 6M | -10.1% | +33.6% | -43.7% | -14.5% |
| YTD | -38.9% | +12.4% | -51.3% | -40.3% |
| All | -49.7% | +10.5% | -60.2% | -50.8% |
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