+345.2%
IR vs PTC
+269.6%
+75.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.3% | +4.5% |
| 7D | +5.0% | +0.8% | +4.2% | +4.7% |
| 30D | +10.3% | +0.7% | +9.6% | +10.0% |
| 3M | -0.1% | +32.6% | -32.7% | -12.2% |
| 6M | +14.8% | +33.6% | -18.8% | -0.7% |
| YTD | +9.7% | +12.4% | -2.7% | +1.1% |
| 1Y | +12.2% | +11.2% | +1.0% | +3.9% |
| 3Y | +30.0% | +31.7% | -1.7% | +9.3% |
| 5Y | +46.8% | +60.1% | -13.2% | +11.7% |
| All | +345.2% | +269.6% | +75.6% | +142.5% |
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