+605.8%
MSCI vs PTC
+204.7%
+401.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.5% | +1.7% | -1.3% |
| 7D | -2.1% | -12.8% | +10.7% | +4.0% |
| 30D | -1.7% | -9.8% | +8.0% | +2.6% |
| 3M | -8.2% | -2.1% | -6.2% | -8.5% |
| 6M | -2.4% | -18.1% | +15.7% | +5.2% |
| YTD | -2.8% | -23.5% | +20.7% | +7.7% |
| 1Y | -2.7% | -37.4% | +34.7% | +17.8% |
| 3Y | +7.3% | -7.2% | +14.5% | +3.9% |
| 5Y | -11.4% | +2.7% | -14.1% | -19.6% |
| 10Y | +605.8% | +203.4% | +402.4% | +295.5% |
| All | +605.8% | +204.7% | +401.1% | +295.5% |
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 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