+46.4%
AR vs PTC
+326.2%
-279.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -10.5% | +0.8% | -11.3% | -10.8% |
| 30D | +1.3% | +0.7% | +0.6% | +1.0% |
| 3M | +4.8% | +32.6% | -27.9% | -9.0% |
| 6M | +1.2% | +33.6% | -32.4% | -13.4% |
| YTD | +5.5% | +12.4% | -6.9% | -3.3% |
| 1Y | +8.1% | +11.2% | -3.2% | -0.7% |
| 3Y | +38.8% | +31.7% | +7.2% | +13.8% |
| 5Y | +78.8% | +60.1% | +18.8% | +29.2% |
| 10Y | +46.4% | +317.2% | -270.8% | -28.5% |
| All | +46.4% | +326.2% | -279.8% | -28.5% |
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