+77.7%
SPY vs PTC
+29.1%
+48.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | +2.6% | +0.5% | +2.1% | +2.5% |
| 30D | -2.0% | +1.2% | -3.2% | -2.2% |
| 3M | -2.8% | +27.4% | -30.1% | -6.9% |
| 6M | +2.1% | +39.2% | -37.1% | -4.4% |
| YTD | +11.5% | +12.5% | -1.0% | +11.0% |
| 1Y | +13.5% | +12.3% | +1.2% | +13.0% |
| 3Y | +77.7% | +28.8% | +48.9% | +57.7% |
| All | +77.7% | +29.1% | +48.6% | +57.7% |
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