+207.0%
C vs PTC
+312.5%
-105.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +4.2% | +0.5% | +3.7% | +4.0% |
| 30D | +2.0% | +1.2% | +0.8% | +1.6% |
| 3M | -10.1% | +27.4% | -37.5% | -19.4% |
| 6M | +1.0% | +39.2% | -38.2% | -13.8% |
| YTD | +8.5% | +12.5% | -4.0% | +0.5% |
| 1Y | +25.7% | +12.3% | +13.5% | +16.5% |
| 3Y | +216.0% | +28.8% | +187.2% | +169.4% |
| 5Y | +112.3% | +60.9% | +51.4% | +60.9% |
| All | +207.0% | +312.5% | -105.4% | +49.8% |
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