+255.9%
SPOT vs PTC
+29.2%
+226.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -3.0% | +0.5% | -3.4% | -3.1% |
| 30D | +15.2% | +0.9% | +14.3% | +15.0% |
| 3M | +21.6% | +30.4% | -8.8% | +13.4% |
| 6M | +45.2% | +34.4% | +10.8% | +33.2% |
| YTD | +4.9% | +12.6% | -7.7% | +1.1% |
| 1Y | -4.8% | +10.2% | -15.0% | -7.8% |
| All | +255.9% | +29.2% | +226.6% | +209.1% |
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