-58.5%
Z vs PTC
+1.3%
-59.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.3% | -10.4% | -10.6% |
| 7D | -2.3% | -0.1% | -2.2% | -2.2% |
| 30D | +9.4% | +0.8% | +8.5% | +9.1% |
| 3M | -16.1% | +39.6% | -55.7% | -25.2% |
| 6M | -30.4% | +41.5% | -71.9% | -39.4% |
| YTD | -55.6% | +11.7% | -67.3% | -56.0% |
| 1Y | -58.5% | +2.4% | -61.0% | -58.1% |
| All | -58.5% | +1.3% | -59.8% | -58.1% |
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