+78.2%
O vs PTC
+326.2%
-248.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +3.3% | +0.8% | +2.5% | +3.2% |
| 30D | +10.3% | +0.7% | +9.6% | +10.2% |
| 3M | -3.5% | +32.6% | -36.1% | -9.6% |
| 6M | -1.3% | +33.6% | -34.8% | -8.2% |
| YTD | +10.3% | +12.4% | -2.1% | +6.1% |
| 1Y | +10.4% | +11.2% | -0.8% | +6.3% |
| 3Y | +40.0% | +31.7% | +8.3% | +25.9% |
| 5Y | +12.4% | +60.1% | -47.7% | -6.0% |
| 10Y | +78.2% | +317.2% | -239.0% | +14.4% |
| All | +78.2% | +326.2% | -248.0% | +14.4% |
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