+14.8%
W vs PTC
-38.1%
+52.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +1.8% |
| 7D | +6.5% | -12.8% | +19.3% | +9.9% |
| 30D | -6.2% | -9.8% | +3.6% | -4.2% |
| 3M | +48.9% | -2.1% | +50.9% | +47.1% |
| 6M | +31.2% | -18.1% | +49.3% | +40.8% |
| YTD | -0.4% | -23.5% | +23.1% | +11.1% |
| 1Y | +14.8% | -37.4% | +52.2% | +45.1% |
| All | +14.8% | -38.1% | +52.9% | +45.1% |
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