+48.3%
D vs PTC
+315.4%
-267.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.2% |
| 7D | +2.4% | +1.3% | +1.1% | +2.3% |
| 30D | +10.9% | +1.1% | +9.8% | +10.8% |
| 3M | +2.8% | +30.1% | -27.3% | 0.0% |
| 6M | +12.7% | +34.0% | -21.3% | +9.0% |
| YTD | +20.3% | +12.8% | +7.5% | +18.4% |
| 1Y | +17.1% | +10.7% | +6.4% | +15.4% |
| 3Y | +75.1% | +29.6% | +45.5% | +67.2% |
| 5Y | +13.1% | +63.5% | -50.4% | +4.0% |
| 10Y | +48.3% | +316.7% | -268.4% | +19.6% |
| All | +48.3% | +315.4% | -267.1% | +19.6% |
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