+369.0%
ALL vs PTC
+317.3%
+51.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.6% | +0.5% | -3.0% | -2.6% |
| 30D | +12.7% | +0.9% | +11.8% | +12.5% |
| 3M | +0.4% | +30.4% | -30.0% | -5.6% |
| 6M | +23.8% | +34.4% | -10.6% | +15.1% |
| YTD | +27.8% | +12.6% | +15.2% | +22.9% |
| 1Y | +28.9% | +10.2% | +18.7% | +24.5% |
| 3Y | +113.9% | +29.4% | +84.5% | +95.8% |
| 5Y | +157.4% | +63.7% | +93.6% | +119.0% |
| 10Y | +369.0% | +316.9% | +52.1% | +214.9% |
| All | +369.0% | +317.3% | +51.7% | +214.9% |
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