+210.2%
TER vs PTC
+29.2%
+181.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.5% | +8.3% |
| 7D | +5.9% | +0.5% | +5.4% | +5.9% |
| 30D | -30.8% | +0.9% | -31.7% | -30.8% |
| 3M | -29.9% | +30.4% | -60.3% | -31.4% |
| 6M | -27.5% | +34.4% | -61.9% | -28.1% |
| YTD | +37.5% | +12.6% | +24.9% | +48.1% |
| 1Y | +50.3% | +10.2% | +40.1% | +64.0% |
| All | +210.2% | +29.2% | +181.0% | +161.7% |
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