+79.8%
F vs PTC
+334.9%
-255.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | +2.6% | +0.8% | +1.9% | +2.4% |
| 3M | -8.8% | +32.1% | -40.9% | -18.6% |
| 6M | +4.6% | +42.6% | -38.0% | -10.8% |
| YTD | -1.9% | +12.0% | -13.9% | -8.8% |
| 1Y | -0.8% | +12.2% | -12.9% | -7.8% |
| 3Y | +43.5% | +31.2% | +12.3% | +22.6% |
| 5Y | -12.1% | +54.9% | -67.0% | -30.6% |
| All | +79.8% | +334.9% | -255.1% | +5.0% |
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