-7.2%
T vs PTC
-38.1%
+30.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | -0.5% |
| 7D | -1.5% | -12.8% | +11.3% | -2.0% |
| 30D | +7.6% | -9.8% | +17.4% | +7.2% |
| 3M | +15.3% | -2.1% | +17.4% | +15.0% |
| 6M | -8.5% | -18.1% | +9.6% | -11.4% |
| YTD | +6.8% | -23.5% | +30.3% | +2.7% |
| 1Y | -7.2% | -37.4% | +30.1% | -17.1% |
| All | -7.2% | -38.1% | +30.8% | -17.1% |
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 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