-22.9%
SPOT vs PTC
-33.3%
+10.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.0% | +2.9% | -1.6% |
| 7D | -0.9% | -10.3% | +9.3% | +1.8% |
| 30D | +12.5% | +1.1% | +11.3% | +11.7% |
| 3M | +9.9% | +1.6% | +8.3% | +7.8% |
| 6M | +1.6% | -13.5% | +15.0% | +4.0% |
| YTD | -6.6% | -19.1% | +12.5% | -4.8% |
| 1Y | -22.9% | -33.9% | +10.9% | -20.9% |
| All | -22.9% | -33.3% | +10.3% | -20.9% |
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 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