+60.7%
SE vs PTC
+29.2%
+31.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | -7.7% | +0.5% | -8.2% | -7.8% |
| 30D | -22.8% | +0.9% | -23.7% | -23.0% |
| 3M | -43.7% | +30.4% | -74.1% | -47.9% |
| 6M | -12.8% | +34.4% | -47.2% | -20.7% |
| YTD | -42.0% | +12.6% | -54.6% | -43.4% |
| 1Y | -48.0% | +10.2% | -58.2% | -48.9% |
| All | +60.7% | +29.2% | +31.5% | +80.7% |
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