+966.8%
MOD vs PTC
+326.2%
+640.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.4% | +9.5% | +9.7% |
| 7D | -13.9% | +0.8% | -14.7% | -14.3% |
| 30D | -41.5% | +0.7% | -42.3% | -41.7% |
| 3M | -45.7% | +32.6% | -78.3% | -54.1% |
| 6M | -61.1% | +33.6% | -94.7% | -68.2% |
| YTD | -20.5% | +12.4% | -32.9% | -29.8% |
| 1Y | -32.1% | +11.2% | -43.3% | -39.6% |
| 3Y | +146.5% | +31.7% | +114.8% | +103.3% |
| 5Y | +812.7% | +60.1% | +752.7% | +571.5% |
| 10Y | +966.8% | +317.2% | +649.6% | +461.0% |
| All | +966.8% | +326.2% | +640.7% | +461.0% |
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