+3.7%
U vs PTC
-33.3%
+36.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.0% | +2.3% |
| 7D | -3.8% | -10.3% | +6.5% | +1.9% |
| 30D | +17.5% | +1.1% | +16.3% | +16.3% |
| 3M | +38.7% | +1.6% | +37.1% | +37.0% |
| 6M | +104.4% | -13.5% | +117.9% | +132.3% |
| YTD | -5.7% | -19.1% | +13.4% | +14.3% |
| 1Y | +3.7% | -33.9% | +37.6% | +40.5% |
| All | +3.7% | -33.3% | +36.9% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling