+87.5%
U vs PTC
+29.1%
+58.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.4% | +5.3% |
| 7D | +2.6% | +0.5% | +2.1% | +2.3% |
| 30D | +27.6% | +1.2% | +26.3% | +26.8% |
| 3M | +15.3% | +27.4% | -12.0% | -0.1% |
| 6M | +96.4% | +39.2% | +57.2% | +58.7% |
| YTD | +19.6% | +12.5% | +7.1% | +14.2% |
| 1Y | +42.1% | +12.3% | +29.8% | +35.6% |
| 3Y | +87.5% | +28.8% | +58.7% | +34.0% |
| All | +87.5% | +29.1% | +58.4% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling