+10.0%
MSCI vs PTC
-3.9%
+13.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.8% | +1.6% |
| 7D | +0.4% | -10.3% | +10.7% | +3.7% |
| 30D | +0.6% | +1.1% | -0.6% | 0.0% |
| 3M | -7.1% | +1.6% | -8.7% | -8.3% |
| 6M | +0.8% | -13.5% | +14.3% | +4.3% |
| YTD | +1.0% | -19.1% | +20.0% | +6.4% |
| 1Y | +4.3% | -33.9% | +38.2% | +16.9% |
| All | +10.0% | -3.9% | +13.9% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling