-46.5%
COMP vs PTC
+40.2%
-86.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.4% |
| 7D | +14.5% | +0.8% | +13.7% | +14.0% |
| 30D | +14.9% | +0.7% | +14.2% | +14.4% |
| 3M | -14.2% | +32.6% | -46.8% | -33.2% |
| 6M | +23.7% | +33.6% | -9.8% | -6.7% |
| YTD | +2.1% | +12.4% | -10.4% | -10.8% |
| 1Y | +26.2% | +11.2% | +15.0% | +10.8% |
| 3Y | +470.9% | +31.7% | +439.2% | +294.0% |
| 5Y | -14.0% | +60.1% | -74.1% | -50.1% |
| All | -46.5% | +40.2% | -86.7% | -68.9% |
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