+462.0%
NDAQ vs PTC
+324.4%
+137.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | +0.8% | -0.2% | +1.1% | +0.9% |
| 30D | +16.5% | +0.8% | +15.8% | +16.3% |
| 3M | +13.5% | +32.1% | -18.6% | +3.1% |
| 6M | +20.9% | +42.6% | -21.7% | +6.3% |
| YTD | +11.4% | +12.0% | -0.6% | +5.4% |
| 1Y | +25.9% | +12.2% | +13.8% | +19.0% |
| 3Y | +119.9% | +31.2% | +88.6% | +93.9% |
| 5Y | +61.7% | +54.9% | +6.9% | +33.4% |
| All | +462.0% | +324.4% | +137.6% | +240.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling