+543.0%
XYZ vs PTC
+442.2%
+100.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.9% |
| 7D | +9.2% | -0.1% | +9.3% | +9.4% |
| 30D | +9.8% | +0.8% | +9.0% | +9.2% |
| 3M | -0.2% | +39.6% | -39.8% | -27.8% |
| 6M | +18.0% | +41.5% | -23.5% | -18.4% |
| YTD | +29.1% | +11.7% | +17.4% | +8.7% |
| 1Y | +14.1% | +2.4% | +11.7% | +2.7% |
| 3Y | +72.6% | +31.9% | +40.7% | +21.4% |
| 5Y | -64.6% | +54.5% | -119.1% | -77.3% |
| 10Y | +590.0% | +342.1% | +247.9% | +134.1% |
| All | +543.0% | +442.2% | +100.8% | +91.9% |
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 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