+202.8%
TER vs PTC
+6.0%
+196.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.0% | +11.5% | +8.1% |
| 7D | +0.6% | -10.3% | +10.9% | +5.2% |
| 30D | -8.3% | +1.1% | -9.4% | -9.7% |
| 3M | -12.2% | +1.6% | -13.8% | -15.3% |
| 6M | +17.1% | -13.5% | +30.5% | +22.7% |
| YTD | +84.7% | -19.1% | +103.7% | +100.0% |
| 1Y | +199.9% | -33.9% | +233.8% | +273.5% |
| 3Y | +232.8% | -3.9% | +236.7% | +199.2% |
| All | +202.8% | +6.0% | +196.8% | +134.5% |
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