+537.5%
MAR vs PTC
+315.4%
+222.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.3% | +2.5% |
| 7D | +2.9% | +1.3% | +1.6% | +2.4% |
| 30D | +17.0% | +1.1% | +16.0% | +16.6% |
| 3M | +23.2% | +30.1% | -7.0% | +9.2% |
| 6M | +21.7% | +34.0% | -12.3% | +5.2% |
| YTD | +38.9% | +12.8% | +26.0% | +27.9% |
| 1Y | +48.7% | +10.7% | +37.9% | +38.0% |
| 3Y | +122.9% | +29.6% | +93.3% | +87.4% |
| 5Y | +177.5% | +63.5% | +113.9% | +106.1% |
| 10Y | +537.5% | +316.7% | +220.9% | +207.2% |
| All | +537.5% | +315.4% | +222.2% | +207.2% |
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