-10.9%
DOW vs PTC
+39.4%
-50.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.6% |
| 7D | -6.0% | -13.6% | +7.6% | -1.1% |
| 30D | -2.7% | -14.7% | +11.9% | +2.6% |
| 3M | -10.5% | -5.9% | -4.6% | -9.7% |
| 6M | -12.4% | -21.1% | +8.7% | -6.1% |
| YTD | +30.0% | -26.0% | +56.0% | +42.5% |
| 1Y | +27.8% | -36.8% | +64.6% | +49.3% |
| 3Y | -34.9% | -10.3% | -24.7% | -35.6% |
| 5Y | -35.9% | +1.2% | -37.1% | -41.0% |
| All | -10.9% | +39.4% | -50.4% | -44.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling