+1,544.7%
MOD vs PTC
+8,796.0%
-7,251.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -7.0% | -7.2% |
| 7D | -34.2% | -0.1% | -34.0% | -34.2% |
| 30D | -51.9% | +0.8% | -52.7% | -52.0% |
| 3M | -53.0% | +39.6% | -92.6% | -57.6% |
| 6M | -66.4% | +41.5% | -107.8% | -70.2% |
| YTD | -31.5% | +11.7% | -43.3% | -36.1% |
| 1Y | -39.6% | +2.4% | -42.0% | -42.3% |
| 3Y | +116.8% | +31.9% | +84.9% | +97.0% |
| 5Y | +713.8% | +54.5% | +659.3% | +610.9% |
| 10Y | +882.7% | +342.1% | +540.6% | +561.0% |
| All | +1,544.7% | +8,796.0% | -7,251.3% | +617.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling