-56.8%
W vs PTC
+62.5%
-119.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.6% | -2.6% |
| 7D | -1.7% | +0.8% | -2.5% | -2.3% |
| 30D | +3.2% | +1.2% | +2.1% | +2.3% |
| 3M | +8.3% | +32.6% | -24.3% | -20.3% |
| 6M | +84.3% | +36.1% | +48.2% | +26.6% |
| YTD | +11.0% | +12.7% | -1.6% | -7.2% |
| 1Y | -0.2% | +10.2% | -10.4% | -14.7% |
| 3Y | +157.9% | +29.4% | +128.5% | +64.1% |
| 5Y | -56.8% | +61.1% | -117.9% | -79.3% |
| All | -56.8% | +62.5% | -119.3% | -79.3% |
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