-54.2%
W vs PTC
+55.9%
-110.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -1.6% |
| 7D | -3.6% | -0.2% | -3.4% | -3.3% |
| 30D | +7.0% | +0.8% | +6.2% | +6.4% |
| 3M | +7.4% | +32.1% | -24.7% | -20.9% |
| 6M | +69.3% | +42.6% | +26.7% | +9.4% |
| YTD | +11.3% | +12.0% | -0.7% | -6.5% |
| 1Y | +13.2% | +12.2% | +1.1% | -5.3% |
| 3Y | +142.0% | +31.2% | +110.8% | +51.0% |
| All | -54.2% | +55.9% | -110.2% | -77.7% |
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