+293.0%
LOW vs PTC
+312.5%
-19.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +1.4% | +0.5% | +0.9% | +1.3% |
| 30D | +21.7% | +1.2% | +20.5% | +21.2% |
| 3M | +5.0% | +27.4% | -22.3% | -4.7% |
| 6M | +4.6% | +39.2% | -34.6% | -9.0% |
| YTD | -3.5% | +12.5% | -16.0% | -10.0% |
| 1Y | +0.5% | +12.3% | -11.7% | -6.2% |
| 3Y | +24.8% | +28.8% | -4.0% | +7.3% |
| 5Y | +6.5% | +60.9% | -54.4% | -17.9% |
| All | +293.0% | +312.5% | -19.5% | +99.3% |
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