+32.3%
MSCI vs PTC
+30.6%
+1.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +1.5% | +0.8% | +0.6% | +1.3% |
| 30D | +14.4% | +0.7% | +13.7% | +14.2% |
| 3M | +15.2% | +32.6% | -17.4% | +6.5% |
| 6M | +11.2% | +33.6% | -22.3% | +1.8% |
| YTD | +13.9% | +12.4% | +1.5% | +9.3% |
| 1Y | +12.5% | +11.2% | +1.3% | +8.2% |
| 3Y | +32.3% | +31.7% | +0.6% | +12.1% |
| All | +32.3% | +30.6% | +1.7% | +12.1% |
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