+906.4%
MOD vs PTC
+334.9%
+571.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | -25.5% | -0.2% | -25.3% | -25.5% |
| 30D | -49.0% | +0.8% | -49.8% | -49.2% |
| 3M | -49.8% | +32.1% | -81.9% | -57.5% |
| 6M | -64.8% | +42.6% | -107.4% | -72.3% |
| YTD | -27.6% | +12.0% | -39.6% | -36.0% |
| 1Y | -35.2% | +12.2% | -47.4% | -42.6% |
| 3Y | +137.1% | +31.2% | +105.9% | +95.9% |
| 5Y | +760.3% | +54.9% | +705.4% | +542.6% |
| All | +906.4% | +334.9% | +571.4% | +447.9% |
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