+88.1%
IT vs PTC
+315.4%
-227.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -7.5% | +1.3% | -8.8% | -8.0% |
| 30D | -1.2% | +1.1% | -2.2% | -1.6% |
| 3M | -2.2% | +30.1% | -32.3% | -15.2% |
| 6M | +19.1% | +34.0% | -14.9% | +1.6% |
| YTD | -25.1% | +12.8% | -37.9% | -30.6% |
| 1Y | -17.4% | +10.7% | -28.1% | -22.9% |
| 3Y | -54.1% | +29.6% | -83.7% | -60.8% |
| 5Y | -42.7% | +63.5% | -106.2% | -56.4% |
| 10Y | +88.1% | +316.7% | -228.5% | -9.0% |
| All | +88.1% | +315.4% | -227.2% | -9.0% |
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