+35.8%
MSCI vs PTC
+29.1%
+6.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.4% |
| 7D | +3.0% | +0.5% | +2.5% | +2.9% |
| 30D | +17.8% | +1.2% | +16.6% | +17.5% |
| 3M | +15.2% | +27.4% | -12.2% | +7.8% |
| 6M | +16.5% | +39.2% | -22.7% | +5.4% |
| YTD | +16.4% | +12.5% | +3.9% | +11.6% |
| 1Y | +16.8% | +12.3% | +4.5% | +12.0% |
| 3Y | +35.8% | +28.8% | +6.9% | +16.9% |
| All | +35.8% | +29.1% | +6.6% | +16.9% |
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