+91.4%
IT vs PTC
+204.7%
-113.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -5.5% | -1.9% | -4.8% |
| 7D | -9.1% | -12.8% | +3.7% | -3.0% |
| 30D | -7.0% | -9.8% | +2.8% | -2.2% |
| 3M | +7.6% | -2.1% | +9.7% | +8.5% |
| 6M | +2.1% | -18.1% | +20.2% | +11.8% |
| YTD | -31.6% | -23.5% | -8.1% | -22.4% |
| 1Y | -29.9% | -37.4% | +7.4% | -13.6% |
| 3Y | -51.3% | -7.2% | -44.0% | -50.2% |
| 5Y | -44.8% | +2.7% | -47.5% | -47.1% |
| 10Y | +91.4% | +203.4% | -112.1% | +15.4% |
| All | +91.4% | +204.7% | -113.4% | +15.4% |
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