+2,715.8%
MSCI vs PTC
+963.6%
+1,752.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.0% |
| 3M | +13.4% | +32.1% | -18.7% | -3.1% |
| 6M | +10.9% | +42.6% | -31.7% | -9.7% |
| YTD | +13.0% | +12.0% | +1.0% | +2.5% |
| 1Y | +12.0% | +12.2% | -0.1% | +1.5% |
| 3Y | +34.1% | +31.2% | +2.9% | +8.7% |
| 5Y | +3.9% | +54.9% | -51.0% | -22.9% |
| 10Y | +802.0% | +343.1% | +458.9% | +268.4% |
| All | +2,715.8% | +963.6% | +1,752.2% | +410.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling