-6.0%
U vs PTC
-38.1%
+32.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.5% | +8.1% | +5.5% |
| 7D | +4.5% | -12.8% | +17.3% | +12.0% |
| 30D | -0.6% | -9.8% | +9.2% | +4.3% |
| 3M | +48.4% | -2.1% | +50.5% | +48.5% |
| 6M | +115.4% | -18.1% | +133.5% | +150.5% |
| YTD | -3.2% | -23.5% | +20.3% | +20.1% |
| 1Y | -6.0% | -37.4% | +31.3% | +27.6% |
| All | -6.0% | -38.1% | +32.0% | +27.6% |
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