+323.8%
A vs PTC
+326.2%
-2.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | +4.8% | +0.8% | +4.0% | +4.5% |
| 30D | +5.6% | +0.7% | +4.9% | +5.4% |
| 3M | +23.6% | +32.6% | -9.0% | +10.0% |
| 6M | +56.4% | +33.6% | +22.8% | +37.2% |
| YTD | +33.4% | +12.4% | +21.0% | +24.3% |
| 1Y | +23.7% | +11.2% | +12.5% | +15.7% |
| 3Y | +71.0% | +31.7% | +39.3% | +45.8% |
| 5Y | +16.8% | +60.1% | -43.2% | -9.1% |
| 10Y | +323.8% | +317.2% | +6.6% | +123.4% |
| All | +323.8% | +326.2% | -2.4% | +123.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling