-61.6%
XYZ vs PTC
+55.4%
-117.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.3% |
| 7D | +14.9% | +0.8% | +14.1% | +14.3% |
| 30D | +14.7% | +0.7% | +13.9% | +14.1% |
| 3M | +12.1% | +32.6% | -20.5% | -13.9% |
| 6M | +18.3% | +33.6% | -15.2% | -12.4% |
| YTD | +36.1% | +12.4% | +23.6% | +18.4% |
| 1Y | +35.3% | +11.2% | +24.1% | +18.7% |
| 3Y | +73.5% | +31.7% | +41.8% | +14.2% |
| 5Y | -61.6% | +60.1% | -121.7% | -79.9% |
| All | -61.6% | +55.4% | -117.1% | -79.9% |
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