+779.7%
MSCI vs PTC
+326.2%
+453.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +1.5% | +0.8% | +0.6% | +1.1% |
| 30D | +14.4% | +0.7% | +13.7% | +14.1% |
| 3M | +15.2% | +32.6% | -17.4% | -0.6% |
| 6M | +11.2% | +33.6% | -22.3% | -5.3% |
| YTD | +13.9% | +12.4% | +1.5% | +4.4% |
| 1Y | +12.5% | +11.2% | +1.3% | +3.5% |
| 3Y | +32.3% | +31.7% | +0.6% | +7.7% |
| 5Y | +4.9% | +60.1% | -55.2% | -23.2% |
| 10Y | +779.7% | +317.2% | +462.5% | +298.0% |
| All | +779.7% | +326.2% | +453.5% | +298.0% |
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