+41.8%
AR vs PTC
+204.7%
-162.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | +1.5% |
| 7D | -1.8% | -12.8% | +11.0% | +3.9% |
| 30D | +12.6% | -9.8% | +22.4% | +17.2% |
| 3M | +10.0% | -2.1% | +12.1% | +9.2% |
| 6M | +0.6% | -18.1% | +18.7% | +7.6% |
| YTD | +13.4% | -23.5% | +36.9% | +24.4% |
| 1Y | +21.7% | -37.4% | +59.1% | +46.0% |
| 3Y | +45.8% | -7.2% | +53.0% | +40.3% |
| 5Y | +144.3% | +2.7% | +141.6% | +117.6% |
| 10Y | +41.8% | +203.4% | -161.6% | -27.7% |
| All | +41.8% | +204.7% | -162.9% | -27.7% |
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