+3.8%
MSCI vs PTC
+55.9%
-52.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +2.8% | -0.2% | +3.1% | +2.9% |
| 30D | +15.4% | +0.8% | +14.7% | +15.1% |
| 3M | +13.4% | +32.1% | -18.7% | -0.9% |
| 6M | +10.9% | +42.6% | -31.7% | -7.6% |
| YTD | +13.0% | +12.0% | +1.0% | +5.5% |
| 1Y | +12.0% | +12.2% | -0.1% | +4.4% |
| 3Y | +34.1% | +31.2% | +2.9% | +5.8% |
| All | +3.8% | +55.9% | -52.1% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling