+122.9%
MS vs PTC
+60.7%
+62.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +5.1% | +0.5% | +4.6% | +4.9% |
| 30D | +5.7% | +1.2% | +4.5% | +5.4% |
| 3M | -12.2% | +27.4% | -39.5% | -18.9% |
| 6M | -0.5% | +39.2% | -39.7% | -11.8% |
| YTD | +9.8% | +12.5% | -2.7% | +5.7% |
| 1Y | +17.7% | +12.3% | +5.5% | +13.3% |
| 3Y | +176.8% | +28.8% | +148.0% | +141.2% |
| All | +122.9% | +60.7% | +62.2% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling