+73.1%
MA vs PTC
+6.0%
+67.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +4.9% | +1.1% |
| 7D | -2.7% | -10.3% | +7.6% | +1.1% |
| 30D | +1.5% | +1.1% | +0.4% | +0.7% |
| 3M | +20.4% | +1.6% | +18.8% | +18.5% |
| 6M | +11.1% | -13.5% | +24.6% | +15.9% |
| YTD | +2.0% | -19.1% | +21.0% | +8.8% |
| 1Y | -2.2% | -33.9% | +31.7% | +12.7% |
| 3Y | +41.9% | -3.9% | +45.8% | +33.9% |
| All | +73.1% | +6.0% | +67.0% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling