+852.0%
MOD vs PTC
+333.9%
+518.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -7.0% | -7.1% |
| 7D | -34.2% | -0.1% | -34.0% | -34.2% |
| 30D | -51.9% | +0.8% | -52.7% | -52.1% |
| 3M | -53.0% | +39.6% | -92.6% | -61.4% |
| 6M | -66.4% | +41.5% | -107.8% | -73.4% |
| YTD | -31.5% | +11.7% | -43.3% | -39.4% |
| 1Y | -39.6% | +2.4% | -42.0% | -43.7% |
| 3Y | +116.8% | +31.9% | +84.9% | +78.5% |
| 5Y | +713.8% | +54.5% | +659.3% | +508.5% |
| All | +852.0% | +333.9% | +518.1% | +418.8% |
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