+39.5%
EXC vs PTC
+62.5%
-23.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -1.9% | +0.8% | -2.8% | -2.0% |
| 30D | +7.8% | +1.2% | +6.6% | +7.7% |
| 3M | +1.9% | +32.6% | -30.7% | 0.0% |
| 6M | +3.4% | +36.1% | -32.7% | +1.2% |
| YTD | +7.6% | +12.7% | -5.1% | +7.0% |
| 1Y | +2.1% | +10.2% | -8.1% | +1.7% |
| 3Y | +29.6% | +29.4% | +0.2% | +24.0% |
| 5Y | +39.5% | +61.1% | -21.6% | +26.3% |
| All | +39.5% | +62.5% | -23.0% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling