+172.1%
EXC vs PTC
+334.9%
-162.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -1.2% | -0.2% | -0.9% | -1.1% |
| 30D | +10.0% | +0.8% | +9.2% | +9.8% |
| 3M | +1.6% | +32.1% | -30.5% | -3.2% |
| 6M | +3.3% | +42.6% | -39.4% | -3.4% |
| YTD | +7.6% | +12.0% | -4.4% | +4.6% |
| 1Y | +3.5% | +12.2% | -8.7% | +0.5% |
| 3Y | +27.7% | +31.2% | -3.6% | +17.7% |
| 5Y | +41.1% | +54.9% | -13.8% | +23.5% |
| All | +172.1% | +334.9% | -162.8% | +85.2% |
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