+142.0%
W vs PTC
+32.2%
+109.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -1.6% |
| 7D | -3.6% | -0.2% | -3.4% | -3.4% |
| 30D | +7.0% | +0.8% | +6.2% | +6.6% |
| 3M | +7.4% | +32.1% | -24.7% | -9.5% |
| 6M | +69.3% | +42.6% | +26.7% | +31.4% |
| YTD | +11.3% | +12.0% | -0.7% | +6.1% |
| 1Y | +13.2% | +12.2% | +1.1% | +7.6% |
| 3Y | +142.0% | +31.2% | +110.8% | +58.0% |
| All | +142.0% | +32.2% | +109.9% | +58.0% |
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