+11,743.1%
COST vs PTC
+6,346.6%
+5,396.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.0% | -0.2% |
| 7D | -3.1% | -10.3% | +7.1% | -1.6% |
| 30D | -2.8% | +1.1% | -3.9% | -3.1% |
| 3M | -5.7% | +1.6% | -7.3% | -6.3% |
| 6M | -8.8% | -13.5% | +4.7% | -7.4% |
| YTD | +6.7% | -19.1% | +25.7% | +9.2% |
| 1Y | -3.6% | -33.9% | +30.2% | +1.4% |
| 3Y | +75.1% | -3.9% | +79.0% | +73.1% |
| 5Y | +108.9% | +6.0% | +102.9% | +102.1% |
| 10Y | +586.2% | +223.7% | +362.4% | +449.5% |
| All | +11,743.1% | +6,346.6% | +5,396.4% | +3,441.1% |
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