+363.8%
ALL vs PTC
+326.2%
+37.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -3.9% | +0.8% | -4.7% | -4.0% |
| 30D | +10.6% | +0.7% | +9.9% | +10.5% |
| 3M | -4.6% | +32.6% | -37.2% | -10.6% |
| 6M | +20.2% | +33.6% | -13.4% | +11.9% |
| YTD | +23.7% | +12.4% | +11.3% | +19.0% |
| 1Y | +27.9% | +11.2% | +16.7% | +23.2% |
| 3Y | +109.2% | +31.7% | +77.5% | +90.7% |
| 5Y | +148.0% | +60.1% | +87.9% | +112.1% |
| 10Y | +363.8% | +317.2% | +46.6% | +211.1% |
| All | +363.8% | +326.2% | +37.6% | +211.1% |
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