-54.2%
COMP vs PTC
+39.3%
-93.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.3% | -7.9% | -8.0% |
| 7D | -1.8% | -0.1% | -1.7% | -1.7% |
| 30D | -0.8% | +0.8% | -1.6% | -1.3% |
| 3M | -28.1% | +39.6% | -67.7% | -46.6% |
| 6M | +27.0% | +41.5% | -14.5% | -10.1% |
| YTD | -12.8% | +11.7% | -24.5% | -23.5% |
| 1Y | +4.9% | +2.4% | +2.5% | -1.2% |
| 3Y | +321.0% | +31.9% | +289.1% | +189.1% |
| 5Y | -25.6% | +54.5% | -80.1% | -56.3% |
| All | -54.2% | +39.3% | -93.5% | -73.3% |
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