+294.5%
KEEL vs PTC
+102.8%
+191.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +2.7% |
| 7D | +2.9% | -7.3% | +10.1% | +7.8% |
| 30D | +0.8% | -11.6% | +12.5% | +8.0% |
| 3M | -35.3% | +10.5% | -45.8% | -43.3% |
| 6M | +59.4% | -17.8% | +77.2% | +70.4% |
| YTD | +51.9% | -24.9% | +76.8% | +73.0% |
| 1Y | +75.0% | -36.8% | +111.8% | +132.1% |
| 3Y | +224.5% | -8.7% | +233.3% | +216.5% |
| 5Y | -35.9% | +4.1% | -40.0% | -40.6% |
| All | +294.5% | +102.8% | +191.7% | +298.7% |
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