+554.8%
MA vs PTC
+326.2%
+228.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -0.3% | +0.8% | -1.2% | -0.6% |
| 30D | +11.3% | +0.7% | +10.6% | +11.0% |
| 3M | +16.7% | +32.6% | -15.9% | +1.6% |
| 6M | +32.8% | +33.6% | -0.8% | +14.1% |
| YTD | +15.6% | +12.4% | +3.2% | +6.4% |
| 1Y | +19.6% | +11.2% | +8.4% | +10.5% |
| 3Y | +72.1% | +31.7% | +40.4% | +41.9% |
| 5Y | +96.0% | +60.1% | +36.0% | +43.9% |
| 10Y | +554.8% | +317.2% | +237.6% | +203.2% |
| All | +554.8% | +326.2% | +228.6% | +203.2% |
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