+2,781.3%
MSCI vs PTC
+961.1%
+1,820.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +6.0% | -0.1% | +6.1% | +6.1% |
| 30D | +18.2% | +0.8% | +17.4% | +17.8% |
| 3M | +15.1% | +39.6% | -24.5% | -4.2% |
| 6M | +13.7% | +41.5% | -27.7% | -7.0% |
| YTD | +15.6% | +11.7% | +3.9% | +5.0% |
| 1Y | +16.3% | +2.4% | +13.9% | +9.6% |
| 3Y | +36.9% | +31.9% | +5.0% | +10.6% |
| 5Y | +6.3% | +54.5% | -48.2% | -21.0% |
| 10Y | +823.0% | +342.1% | +480.9% | +277.3% |
| All | +2,781.3% | +961.1% | +1,820.2% | +422.9% |
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 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