-10.4%
DOW vs PTC
+44.2%
-54.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +2.4% |
| 7D | -2.9% | -12.8% | +9.9% | +1.8% |
| 30D | +2.0% | -9.8% | +11.7% | +5.5% |
| 3M | -12.5% | -2.1% | -10.5% | -13.0% |
| 6M | -9.2% | -18.1% | +8.9% | -4.0% |
| YTD | +30.8% | -23.5% | +54.3% | +41.6% |
| 1Y | +29.4% | -37.4% | +66.8% | +51.9% |
| 3Y | -34.6% | -7.2% | -27.3% | -36.0% |
| 5Y | -35.9% | +2.7% | -38.6% | -41.3% |
| All | -10.4% | +44.2% | -54.6% | -44.8% |
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