+3,121.8%
MAR vs PTC
+136.1%
+2,985.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +0.2% | +0.8% | -0.6% | 0.0% |
| 30D | +14.0% | +0.7% | +13.3% | +13.8% |
| 3M | +18.1% | +32.6% | -14.5% | +9.4% |
| 6M | +18.6% | +33.6% | -15.0% | +8.8% |
| YTD | +35.3% | +12.4% | +22.8% | +28.4% |
| 1Y | +44.5% | +11.2% | +33.2% | +37.5% |
| 3Y | +120.7% | +31.7% | +89.0% | +100.6% |
| 5Y | +164.1% | +60.1% | +104.0% | +128.6% |
| 10Y | +515.5% | +317.2% | +198.3% | +329.4% |
| All | +3,121.8% | +136.1% | +2,985.7% | +1,512.7% |
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 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