+8,410.9%
TER vs PTC
+8,796.0%
-385.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.3% | -14.9% | -15.1% |
| 7D | -28.2% | -0.1% | -28.1% | -28.2% |
| 30D | -50.6% | +0.8% | -51.4% | -50.7% |
| 3M | -45.3% | +39.6% | -84.9% | -53.0% |
| 6M | -40.4% | +41.5% | -81.9% | -50.4% |
| YTD | +10.0% | +11.7% | -1.7% | -1.5% |
| 1Y | +13.6% | +2.4% | +11.2% | +4.7% |
| 3Y | +145.2% | +31.9% | +113.3% | +106.4% |
| 5Y | +50.4% | +54.5% | -4.2% | +20.7% |
| 10Y | +882.9% | +342.1% | +540.9% | +442.7% |
| All | +8,410.9% | +8,796.0% | -385.1% | +1,481.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling