-54.1%
Z vs PTC
+59.6%
-113.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.3% | -10.4% | -10.5% |
| 7D | -2.3% | -0.1% | -2.2% | -2.2% |
| 30D | +9.4% | +0.8% | +8.5% | +8.9% |
| 3M | -16.1% | +39.6% | -55.7% | -33.6% |
| 6M | -30.4% | +41.5% | -71.9% | -46.3% |
| YTD | -55.6% | +11.7% | -67.3% | -59.5% |
| 1Y | -58.5% | +2.4% | -61.0% | -60.0% |
| 3Y | -19.6% | +31.9% | -51.6% | -40.2% |
| 5Y | -54.1% | +54.5% | -108.7% | -71.5% |
| All | -54.1% | +59.6% | -113.8% | -71.5% |
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