+49.1%
D vs PTC
+312.5%
-263.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -1.4% | +0.5% | -1.8% | -1.4% |
| 30D | +7.7% | +1.2% | +6.5% | +7.6% |
| 3M | -0.3% | +27.4% | -27.7% | -2.8% |
| 6M | +10.1% | +39.2% | -29.1% | +6.0% |
| YTD | +19.1% | +12.5% | +6.6% | +17.2% |
| 1Y | +15.9% | +12.3% | +3.6% | +14.0% |
| 3Y | +75.0% | +28.8% | +46.2% | +67.2% |
| 5Y | +13.4% | +60.9% | -47.5% | +4.4% |
| All | +49.1% | +312.5% | -263.3% | +20.3% |
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