+89.6%
MA vs PTC
+61.7%
+27.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.4% |
| 7D | +1.8% | +1.3% | +0.5% | +1.4% |
| 30D | +11.8% | +1.1% | +10.8% | +11.5% |
| 3M | +17.2% | +30.1% | -13.0% | +6.3% |
| 6M | +33.4% | +34.0% | -0.6% | +18.8% |
| YTD | +16.1% | +12.8% | +3.3% | +10.0% |
| 1Y | +19.9% | +10.7% | +9.2% | +14.3% |
| 3Y | +70.1% | +29.6% | +40.4% | +44.4% |
| 5Y | +89.6% | +63.5% | +26.1% | +40.6% |
| All | +89.6% | +61.7% | +27.9% | +40.6% |
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