+163.6%
W vs PTC
+286.6%
-123.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.0% | +8.6% | +7.2% |
| 7D | -4.2% | -10.3% | +6.1% | +3.9% |
| 30D | -7.6% | +1.1% | -8.7% | -9.6% |
| 3M | +37.2% | +1.6% | +35.6% | +30.3% |
| 6M | +26.3% | -13.5% | +39.8% | +35.7% |
| YTD | -1.0% | -19.1% | +18.1% | +11.5% |
| 1Y | +20.1% | -33.9% | +54.0% | +59.3% |
| 3Y | +37.8% | -3.9% | +41.7% | +34.3% |
| 5Y | -63.7% | +6.0% | -69.7% | -65.4% |
| 10Y | +156.3% | +223.7% | -67.4% | +30.4% |
| All | +163.6% | +286.6% | -123.0% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling