+200.9%
TER vs PTC
-34.5%
+235.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.0% | +11.5% | +2.7% |
| 7D | +0.6% | -10.3% | +10.9% | -4.0% |
| 30D | -8.3% | +1.1% | -9.4% | -7.2% |
| 3M | -12.2% | +1.6% | -13.8% | -5.4% |
| 6M | +17.1% | -13.5% | +30.5% | +28.2% |
| YTD | +84.7% | -19.1% | +103.7% | +109.9% |
| All | +200.9% | -34.5% | +235.3% | +291.9% |
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