-68.4%
U vs PTC
+55.9%
-124.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.3% |
| 7D | +36.6% | -0.2% | +36.8% | +36.8% |
| 30D | +13.3% | +0.8% | +12.6% | +12.6% |
| 3M | +26.2% | +32.1% | -5.9% | -6.7% |
| 6M | +88.7% | +42.6% | +46.1% | +24.5% |
| YTD | +16.6% | +12.0% | +4.6% | +0.9% |
| 1Y | +29.0% | +12.2% | +16.8% | +11.0% |
| 3Y | +99.5% | +31.2% | +68.3% | +25.4% |
| All | -68.4% | +55.9% | -124.4% | -84.3% |
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 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