-64.8%
Z vs PTC
+6.0%
-70.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.0% | +3.9% | +1.7% |
| 7D | -3.0% | -10.3% | +7.3% | +3.7% |
| 30D | -4.2% | +1.1% | -5.3% | -5.4% |
| 3M | -3.7% | +1.6% | -5.3% | -5.9% |
| 6M | -24.5% | -13.5% | -11.0% | -18.6% |
| YTD | -49.3% | -19.1% | -30.2% | -42.7% |
| 1Y | -58.7% | -33.9% | -24.8% | -46.8% |
| 3Y | -34.1% | -3.9% | -30.2% | -38.3% |
| All | -64.8% | +6.0% | -70.8% | -73.7% |
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