+41.6%
D vs PTC
+334.9%
-293.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +3.0% | -0.2% | +3.2% | +3.0% |
| 30D | +11.5% | +0.8% | +10.7% | +11.4% |
| 3M | +3.7% | +32.1% | -28.4% | +0.7% |
| 6M | +13.5% | +42.6% | -29.1% | +9.1% |
| YTD | +20.7% | +12.0% | +8.8% | +18.8% |
| 1Y | +18.2% | +12.2% | +6.1% | +16.3% |
| 3Y | +73.3% | +31.2% | +42.1% | +65.2% |
| 5Y | +12.3% | +54.9% | -42.6% | +3.8% |
| All | +41.6% | +334.9% | -293.3% | +13.6% |
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