+2,327.9%
NDAQ vs PTC
+1,511.7%
+816.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.0% | +4.2% | -0.1% |
| 7D | -2.4% | -10.3% | +7.8% | +0.7% |
| 30D | +2.5% | +1.1% | +1.3% | +1.9% |
| 3M | +9.9% | +1.6% | +8.3% | +8.6% |
| 6M | +9.4% | -13.5% | +22.9% | +13.1% |
| YTD | +0.4% | -19.1% | +19.5% | +5.8% |
| 1Y | +4.0% | -33.9% | +37.9% | +16.0% |
| 3Y | +94.4% | -3.9% | +98.3% | +91.2% |
| 5Y | +56.7% | +6.0% | +50.7% | +47.2% |
| 10Y | +375.3% | +223.7% | +151.6% | +199.3% |
| All | +2,327.9% | +1,511.7% | +816.2% | +929.7% |
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