+156.4%
MAR vs PTC
+1.8%
+154.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.2% | -0.5% |
| 7D | -1.7% | -12.8% | +11.1% | +2.6% |
| 30D | -6.9% | -9.8% | +2.9% | -4.1% |
| 3M | -15.8% | -2.1% | -13.8% | -16.5% |
| 6M | +1.9% | -18.1% | +20.0% | +7.9% |
| YTD | +6.6% | -23.5% | +30.1% | +15.6% |
| 1Y | +23.7% | -37.4% | +61.0% | +45.2% |
| 3Y | +64.6% | -7.2% | +71.8% | +57.3% |
| 5Y | +156.4% | +2.7% | +153.7% | +125.7% |
| All | +156.4% | +1.8% | +154.5% | +125.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling