+238.5%
TER vs PTC
-3.9%
+242.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.0% | +11.5% | +6.5% |
| 7D | +0.6% | -10.3% | +10.9% | +2.5% |
| 30D | -8.3% | +1.1% | -9.4% | -9.0% |
| 3M | -12.2% | +1.6% | -13.8% | -12.2% |
| 6M | +17.1% | -13.5% | +30.5% | +25.6% |
| YTD | +84.7% | -19.1% | +103.7% | +104.5% |
| 1Y | +199.9% | -33.9% | +233.8% | +277.9% |
| All | +238.5% | -3.9% | +242.4% | +189.7% |
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