+13,986.6%
COST vs PTC
+8,866.4%
+5,120.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +3.9% | +0.5% | +3.4% | +3.9% |
| 30D | +13.5% | +0.9% | +12.6% | +13.4% |
| 3M | +15.3% | +30.4% | -15.0% | +10.0% |
| 6M | +9.2% | +34.4% | -25.3% | +3.2% |
| YTD | +26.9% | +12.6% | +14.3% | +22.8% |
| 1Y | +19.7% | +10.2% | +9.5% | +16.2% |
| 3Y | +96.0% | +29.4% | +66.7% | +84.2% |
| 5Y | +124.0% | +63.7% | +60.3% | +102.3% |
| 10Y | +760.6% | +316.9% | +443.7% | +559.3% |
| All | +13,986.6% | +8,866.4% | +5,120.2% | +3,883.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling