+291.9%
C vs PTC
+223.7%
+68.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | +2.0% |
| 7D | +3.6% | -10.3% | +13.9% | +7.8% |
| 30D | +0.1% | +1.1% | -1.1% | -1.0% |
| 3M | +2.4% | +1.6% | +0.8% | +0.1% |
| 6M | +24.9% | -13.5% | +38.4% | +29.7% |
| YTD | +19.8% | -19.1% | +38.9% | +27.5% |
| 1Y | +44.9% | -33.9% | +78.7% | +67.0% |
| 3Y | +263.0% | -3.9% | +266.9% | +250.2% |
| 5Y | +129.5% | +6.0% | +123.5% | +107.1% |
| All | +291.9% | +223.7% | +68.2% | +104.1% |
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