+15,692.2%
MA vs PTC
+1,351.2%
+14,341.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +3.2% | -0.1% | +3.3% | +3.2% |
| 30D | +15.9% | +0.8% | +15.1% | +15.6% |
| 3M | +15.2% | +39.6% | -24.4% | -2.8% |
| 6M | +32.4% | +41.5% | -9.1% | +9.9% |
| YTD | +15.6% | +11.7% | +3.9% | +5.6% |
| 1Y | +19.3% | +2.4% | +16.9% | +12.8% |
| 3Y | +73.0% | +31.9% | +41.1% | +42.3% |
| 5Y | +93.7% | +54.5% | +39.2% | +45.5% |
| 10Y | +575.0% | +342.1% | +232.9% | +196.8% |
| All | +15,692.2% | +1,351.2% | +14,341.0% | +3,558.4% |
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