+1,533.3%
LITE vs PTC
+326.2%
+1,207.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.4% | +10.3% | +10.5% |
| 7D | -12.9% | +0.8% | -13.7% | -13.2% |
| 30D | -46.0% | +0.7% | -46.7% | -46.1% |
| 3M | -33.0% | +32.6% | -65.6% | -43.0% |
| 6M | -34.0% | +33.6% | -67.6% | -45.5% |
| YTD | +61.7% | +12.4% | +49.3% | +43.6% |
| 1Y | +148.3% | +11.2% | +137.1% | +122.0% |
| 3Y | +1,408.5% | +31.7% | +1,376.8% | +1,105.4% |
| 5Y | +546.2% | +60.1% | +486.1% | +354.2% |
| 10Y | +1,533.3% | +317.2% | +1,216.1% | +424.3% |
| All | +1,533.3% | +326.2% | +1,207.1% | +424.3% |
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