-7.5%
MSCI vs PTC
+6.0%
-13.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.8% | +2.5% |
| 7D | +0.4% | -10.3% | +10.7% | +5.3% |
| 30D | +0.6% | +1.1% | -0.6% | -0.4% |
| 3M | -7.1% | +1.6% | -8.7% | -8.8% |
| 6M | +0.8% | -13.5% | +14.3% | +6.4% |
| YTD | +1.0% | -19.1% | +20.0% | +9.7% |
| 1Y | +4.3% | -33.9% | +38.2% | +24.8% |
| 3Y | +9.9% | -3.9% | +13.9% | +0.8% |
| All | -7.5% | +6.0% | -13.5% | -24.9% |
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 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