-63.1%
W vs PTC
+6.0%
-69.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.0% | +8.6% | +8.3% |
| 7D | -4.2% | -10.3% | +6.1% | +5.9% |
| 30D | -7.6% | +1.1% | -8.7% | -10.4% |
| 3M | +37.2% | +1.6% | +35.6% | +28.2% |
| 6M | +26.3% | -13.5% | +39.8% | +39.2% |
| YTD | -1.0% | -19.1% | +18.1% | +16.2% |
| 1Y | +20.1% | -33.9% | +54.0% | +77.1% |
| 3Y | +37.8% | -3.9% | +41.7% | +19.7% |
| All | -63.1% | +6.0% | -69.2% | -72.6% |
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