+2,498.9%
MAR vs PTC
+70.0%
+2,429.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.2% | +1.4% |
| 7D | -4.2% | -10.3% | +6.1% | -1.9% |
| 30D | -6.7% | +1.1% | -7.8% | -7.1% |
| 3M | -12.5% | +1.6% | -14.1% | -13.6% |
| 6M | +0.6% | -13.5% | +14.0% | +2.6% |
| YTD | +9.1% | -19.1% | +28.2% | +12.8% |
| 1Y | +26.2% | -33.9% | +60.1% | +36.2% |
| 3Y | +68.2% | -3.9% | +72.1% | +65.8% |
| 5Y | +163.9% | +6.0% | +157.9% | +152.6% |
| 10Y | +420.6% | +223.7% | +196.8% | +289.5% |
| All | +2,498.9% | +70.0% | +2,429.0% | +1,316.1% |
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