+69.0%
F vs PTC
+317.3%
-248.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.1% | +0.5% | -2.6% | -2.3% |
| 30D | +3.3% | +0.9% | +2.4% | +3.0% |
| 3M | -11.3% | +30.4% | -41.7% | -20.4% |
| 6M | +5.3% | +34.4% | -29.1% | -7.9% |
| YTD | -2.2% | +12.6% | -14.8% | -9.2% |
| 1Y | -3.5% | +10.2% | -13.7% | -9.7% |
| 3Y | +49.5% | +29.4% | +20.2% | +28.5% |
| 5Y | -13.5% | +63.7% | -77.3% | -33.1% |
| 10Y | +69.0% | +316.9% | -247.9% | -4.2% |
| All | +69.0% | +317.3% | -248.3% | -4.2% |
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