-65.3%
TEAM vs PTC
+55.9%
-121.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +0.2% | -16.4% | -16.3% |
| 7D | -19.8% | -0.2% | -19.6% | -19.7% |
| 30D | -21.5% | +0.8% | -22.3% | -22.0% |
| 3M | +39.5% | +32.1% | +7.4% | +6.7% |
| 6M | +73.1% | +42.6% | +30.4% | +21.7% |
| YTD | -5.2% | +12.0% | -17.2% | -15.9% |
| 1Y | -1.6% | +12.2% | -13.7% | -13.0% |
| 3Y | -11.4% | +31.2% | -42.7% | -37.7% |
| All | -65.3% | +55.9% | -121.2% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling