-56.3%
Z vs PTC
+55.9%
-112.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.6% |
| 7D | -4.6% | -0.2% | -4.3% | -4.4% |
| 30D | +8.3% | +0.8% | +7.6% | +7.9% |
| 3M | -11.6% | +32.1% | -43.7% | -27.1% |
| 6M | -33.6% | +42.6% | -76.3% | -49.0% |
| YTD | -56.7% | +12.0% | -68.7% | -60.6% |
| 1Y | -59.1% | +12.2% | -71.3% | -62.9% |
| 3Y | -20.4% | +31.2% | -51.6% | -40.4% |
| All | -56.3% | +55.9% | -112.3% | -72.7% |
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