+3,116.5%
MAR vs PTC
+135.1%
+2,981.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +4.3% | -0.2% | +4.5% | +4.4% |
| 30D | +16.8% | +0.8% | +16.1% | +16.6% |
| 3M | +16.0% | +32.1% | -16.1% | +7.6% |
| 6M | +16.5% | +42.6% | -26.2% | +5.2% |
| YTD | +35.0% | +12.0% | +23.1% | +28.3% |
| 1Y | +49.4% | +12.2% | +37.2% | +41.9% |
| 3Y | +124.1% | +31.2% | +92.8% | +103.8% |
| 5Y | +159.2% | +54.9% | +104.3% | +125.9% |
| 10Y | +553.9% | +343.1% | +210.8% | +351.1% |
| All | +3,116.5% | +135.1% | +2,981.4% | +1,511.4% |
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