+839.8%
MOD vs PTC
+317.3%
+522.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +8.2% | +0.5% | +7.7% | +8.0% |
| 30D | -38.2% | +0.9% | -39.1% | -38.4% |
| 3M | -46.2% | +30.4% | -76.6% | -54.1% |
| 6M | -62.5% | +34.4% | -97.0% | -69.4% |
| YTD | -20.1% | +12.6% | -32.7% | -29.5% |
| 1Y | -29.7% | +10.2% | -39.9% | -37.0% |
| 3Y | +136.2% | +29.4% | +106.8% | +96.6% |
| 5Y | +820.4% | +63.7% | +756.6% | +569.6% |
| 10Y | +839.8% | +316.9% | +522.9% | +388.3% |
| All | +839.8% | +317.3% | +522.5% | +388.3% |
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