+71.7%
TER vs PTC
+60.7%
+11.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.3% |
| 7D | +14.4% | +0.5% | +13.9% | +14.2% |
| 30D | -30.6% | +1.2% | -31.8% | -30.8% |
| 3M | -39.2% | +27.4% | -66.6% | -45.3% |
| 6M | -31.3% | +39.2% | -70.5% | -42.1% |
| YTD | +29.1% | +12.5% | +16.6% | +22.1% |
| 1Y | +47.4% | +12.3% | +35.2% | +39.6% |
| 3Y | +191.2% | +28.8% | +162.4% | +132.5% |
| All | +71.7% | +60.7% | +11.0% | +14.9% |
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 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