+24.7%
Z vs PTC
+288.7%
-264.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.0% | +3.9% | +1.6% |
| 7D | -3.0% | -10.3% | +7.3% | +3.6% |
| 30D | -4.2% | +1.1% | -5.3% | -5.3% |
| 3M | -3.7% | +1.6% | -5.3% | -5.9% |
| 6M | -24.5% | -13.5% | -11.0% | -18.9% |
| YTD | -49.3% | -19.1% | -30.2% | -43.1% |
| 1Y | -58.7% | -33.9% | -24.8% | -47.5% |
| 3Y | -34.1% | -3.9% | -30.2% | -36.3% |
| 5Y | -64.5% | +6.0% | -70.6% | -68.3% |
| 10Y | -0.5% | +223.7% | -224.2% | -54.4% |
| All | +24.7% | +288.7% | -264.0% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling