+20.7%
XYZ vs PTC
+0.1%
+20.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.6% | +14.7% | +15.2% |
| 7D | +16.5% | +0.1% | +16.4% | +16.5% |
| 30D | +15.0% | +1.5% | +13.4% | +14.6% |
| 3M | +3.5% | +37.8% | -34.2% | -4.3% |
| 6M | +21.9% | +41.2% | -19.4% | +10.1% |
| YTD | +34.6% | +12.0% | +22.6% | +39.1% |
| 1Y | +20.7% | +1.6% | +19.1% | +27.8% |
| All | +20.7% | +0.1% | +20.7% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling