+20.1%
W vs PTC
-33.3%
+53.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.0% | +8.6% | +4.0% |
| 7D | -4.2% | -10.3% | +6.1% | -1.6% |
| 30D | -7.6% | +1.1% | -8.7% | -8.3% |
| 3M | +37.2% | +1.6% | +35.6% | +35.1% |
| 6M | +26.3% | -13.5% | +39.8% | +34.3% |
| YTD | -1.0% | -19.1% | +18.1% | +9.6% |
| 1Y | +20.1% | -33.9% | +54.0% | +56.3% |
| All | +20.1% | -33.3% | +53.3% | +56.3% |
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 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