+15,614.6%
MA vs PTC
+1,354.7%
+14,260.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +2.3% | -0.2% | +2.5% | +2.4% |
| 30D | +14.7% | +0.8% | +13.9% | +14.3% |
| 3M | +13.5% | +32.1% | -18.6% | -1.8% |
| 6M | +33.1% | +42.6% | -9.5% | +10.1% |
| YTD | +15.1% | +12.0% | +3.1% | +5.0% |
| 1Y | +18.7% | +12.2% | +6.6% | +8.2% |
| 3Y | +72.1% | +31.2% | +40.9% | +41.9% |
| 5Y | +92.8% | +54.9% | +37.9% | +44.6% |
| 10Y | +571.6% | +343.1% | +228.5% | +195.1% |
| All | +15,614.6% | +1,354.7% | +14,260.0% | +3,536.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling