+810.7%
MOD vs PTC
+313.0%
+497.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +16.1% | +0.8% | +15.2% | +15.7% |
| 30D | -38.5% | +1.2% | -39.7% | -38.9% |
| 3M | -46.8% | +32.6% | -79.4% | -55.0% |
| 6M | -61.6% | +36.1% | -97.7% | -68.9% |
| YTD | -20.5% | +12.7% | -33.2% | -29.9% |
| 1Y | -28.0% | +10.2% | -38.2% | -35.5% |
| 3Y | +134.9% | +29.4% | +105.5% | +95.5% |
| 5Y | +833.2% | +61.1% | +772.1% | +584.7% |
| All | +810.7% | +313.0% | +497.7% | +369.8% |
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