+593.1%
MA vs PTC
+312.5%
+280.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +1.3% | +0.5% | +0.8% | +1.1% |
| 30D | +9.6% | +1.2% | +8.4% | +9.1% |
| 3M | +16.8% | +27.4% | -10.6% | +3.5% |
| 6M | +35.2% | +39.2% | -4.0% | +14.1% |
| YTD | +16.6% | +12.5% | +4.1% | +7.2% |
| 1Y | +19.8% | +12.3% | +7.5% | +10.2% |
| 3Y | +70.7% | +28.8% | +41.9% | +42.1% |
| 5Y | +87.4% | +60.9% | +26.5% | +37.3% |
| All | +593.1% | +312.5% | +280.6% | +219.3% |
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