-25.9%
SPOT vs PTC
-37.0%
+11.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -6.9% | -14.2% | +7.4% | -3.1% |
| 30D | +4.1% | -14.4% | +18.6% | +8.1% |
| 3M | +3.7% | -4.7% | +8.4% | +3.4% |
| 6M | -1.6% | -19.3% | +17.7% | +2.7% |
| YTD | -10.2% | -26.1% | +16.0% | -5.9% |
| 1Y | -25.9% | -37.1% | +11.2% | -21.7% |
| All | -25.9% | -37.0% | +11.1% | -21.7% |
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 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