-63.7%
XYZ vs PTC
+60.7%
-124.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.9% |
| 7D | -1.1% | +0.5% | -1.5% | -1.4% |
| 30D | +11.5% | +1.2% | +10.3% | +10.6% |
| 3M | +1.8% | +27.4% | -25.6% | -19.0% |
| 6M | +21.2% | +39.2% | -18.0% | -13.9% |
| YTD | +29.9% | +12.5% | +17.4% | +13.0% |
| 1Y | +35.8% | +12.3% | +23.5% | +17.8% |
| 3Y | +62.6% | +28.8% | +33.8% | +9.8% |
| All | -63.7% | +60.7% | -124.4% | -81.2% |
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