+3,565.2%
MOD vs PTC
+6,346.6%
-2,781.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.0% | +10.3% | +5.8% |
| 7D | +9.6% | -10.3% | +19.9% | +12.5% |
| 30D | 0.0% | +1.1% | -1.1% | -0.7% |
| 3M | -35.4% | +1.6% | -37.0% | -36.7% |
| 6M | -7.3% | -13.5% | +6.2% | -5.9% |
| YTD | +45.8% | -19.1% | +64.9% | +49.7% |
| 1Y | +43.1% | -33.9% | +77.0% | +55.0% |
| 3Y | +297.7% | -3.9% | +301.6% | +297.0% |
| 5Y | +1,478.8% | +6.0% | +1,472.7% | +1,435.3% |
| 10Y | +1,633.4% | +223.7% | +1,409.7% | +1,179.3% |
| All | +3,565.2% | +6,346.6% | -2,781.4% | +1,659.3% |
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