+223.5%
C vs PTC
+334.9%
-111.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -6.0% | +0.8% | -6.7% | -6.2% |
| 3M | -10.5% | +32.1% | -42.7% | -21.0% |
| 6M | -5.7% | +42.6% | -48.3% | -20.4% |
| YTD | +4.1% | +12.0% | -7.8% | -3.4% |
| 1Y | +20.5% | +12.2% | +8.3% | +11.7% |
| 3Y | +208.1% | +31.2% | +176.9% | +160.6% |
| 5Y | +110.4% | +54.9% | +55.5% | +61.9% |
| All | +223.5% | +334.9% | -111.4% | +56.5% |
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