+33.9%
TER vs PTC
+10.5%
+23.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.4% | +12.3% | +12.9% |
| 7D | -5.8% | +0.8% | -6.6% | -5.5% |
| 30D | -38.9% | +0.7% | -39.6% | -38.8% |
| 3M | -35.1% | +32.6% | -67.7% | -28.0% |
| 6M | -31.6% | +33.6% | -65.1% | -17.3% |
| YTD | +27.2% | +12.4% | +14.8% | +63.4% |
| All | +33.9% | +10.5% | +23.4% | +74.4% |
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