+105.3%
KEY vs PTC
+315.4%
-210.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | +0.5% | +1.3% | -0.8% | +0.1% |
| 30D | +6.9% | +1.1% | +5.8% | +6.5% |
| 3M | -5.0% | +30.1% | -35.2% | -16.0% |
| 6M | +0.7% | +34.0% | -33.3% | -13.1% |
| YTD | +6.5% | +12.8% | -6.4% | -2.0% |
| 1Y | +22.6% | +10.7% | +11.9% | +13.7% |
| 3Y | +125.3% | +29.6% | +95.7% | +91.0% |
| 5Y | +13.9% | +63.5% | -49.6% | -14.3% |
| 10Y | +105.3% | +316.7% | -211.3% | +0.6% |
| All | +105.3% | +315.4% | -210.0% | +0.6% |
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