-59.1%
Z vs PTC
+5.5%
-64.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.5% |
| 7D | -4.6% | -0.2% | -4.3% | -4.5% |
| 30D | +8.3% | +0.8% | +7.6% | +8.1% |
| 3M | -11.6% | +32.1% | -43.7% | -19.0% |
| 6M | -33.6% | +42.6% | -76.3% | -42.7% |
| YTD | -56.7% | +12.0% | -68.7% | -55.5% |
| 1Y | -59.1% | +12.2% | -71.3% | -58.0% |
| All | -59.1% | +5.5% | -64.7% | -58.0% |
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