+48.4%
D vs PTC
+317.3%
-269.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -2.4% | +0.5% | -2.9% | -2.5% |
| 30D | +9.0% | +0.9% | +8.1% | +8.9% |
| 3M | +1.0% | +30.4% | -29.4% | -1.8% |
| 6M | +11.0% | +34.4% | -23.4% | +7.3% |
| YTD | +19.8% | +12.6% | +7.2% | +17.9% |
| 1Y | +16.0% | +10.2% | +5.8% | +14.3% |
| 3Y | +74.4% | +29.4% | +45.0% | +66.5% |
| 5Y | +13.5% | +63.7% | -50.2% | +4.4% |
| 10Y | +48.4% | +316.9% | -268.5% | +19.8% |
| All | +48.4% | +317.3% | -269.0% | +19.8% |
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