+498.8%
MAR vs PTC
+312.5%
+186.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | +1.6% | +0.5% | +1.1% | +1.4% |
| 30D | +13.8% | +1.2% | +12.6% | +13.3% |
| 3M | +20.3% | +27.4% | -7.1% | +7.6% |
| 6M | +21.3% | +39.2% | -17.9% | +3.2% |
| YTD | +37.2% | +12.5% | +24.7% | +26.5% |
| 1Y | +48.4% | +12.3% | +36.2% | +36.9% |
| 3Y | +120.1% | +28.8% | +91.3% | +85.6% |
| 5Y | +182.1% | +60.9% | +121.2% | +111.0% |
| All | +498.8% | +312.5% | +186.3% | +191.7% |
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