+5,626.0%
MS vs PTC
+1,035.6%
+4,590.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.7% | +4.1% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | +2.6% | +1.5% | +1.1% | +2.2% |
| 3M | -10.1% | +37.8% | -47.8% | -20.6% |
| 6M | +4.4% | +41.2% | -36.9% | -9.7% |
| YTD | +11.7% | +12.0% | -0.3% | +3.6% |
| 1Y | +20.9% | +1.6% | +19.3% | +15.4% |
| 3Y | +177.1% | +32.3% | +144.8% | +141.0% |
| 5Y | +127.7% | +61.4% | +66.3% | +83.6% |
| 10Y | +684.1% | +343.4% | +340.7% | +344.5% |
| All | +5,626.0% | +1,035.6% | +4,590.4% | +1,602.8% |
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 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