+441.9%
MAR vs PTC
+196.2%
+245.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +2.1% |
| 7D | -0.5% | -13.6% | +13.1% | +5.1% |
| 30D | -4.7% | -14.7% | +10.0% | +1.0% |
| 3M | -15.6% | -5.9% | -9.7% | -15.1% |
| 6M | +1.2% | -21.1% | +22.3% | +8.9% |
| YTD | +7.5% | -26.0% | +33.5% | +18.3% |
| 1Y | +26.6% | -36.8% | +63.4% | +48.6% |
| 3Y | +66.0% | -10.3% | +76.2% | +62.7% |
| 5Y | +154.1% | +1.2% | +152.9% | +130.5% |
| 10Y | +441.9% | +198.3% | +243.6% | +195.4% |
| All | +441.9% | +196.2% | +245.7% | +195.4% |
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 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