+425.7%
META vs PTC
+326.2%
+99.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +4.9% |
| 7D | +5.7% | +0.8% | +4.9% | +5.4% |
| 30D | -10.8% | +0.7% | -11.5% | -11.0% |
| 3M | +8.4% | +32.6% | -24.2% | -6.9% |
| 6M | +5.4% | +33.6% | -28.2% | -11.2% |
| YTD | -2.6% | +12.4% | -15.0% | -11.5% |
| 1Y | +3.5% | +11.2% | -7.7% | -5.6% |
| 3Y | +102.0% | +31.7% | +70.3% | +65.0% |
| 5Y | +93.1% | +60.1% | +33.0% | +42.4% |
| 10Y | +425.7% | +317.2% | +108.5% | +146.4% |
| All | +425.7% | +326.2% | +99.5% | +146.4% |
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 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