+50.3%
O vs PTC
+204.7%
-154.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +0.8% |
| 7D | -0.6% | -12.8% | +12.2% | +2.2% |
| 30D | -2.0% | -9.8% | +7.8% | 0.0% |
| 3M | +3.0% | -2.1% | +5.1% | +2.7% |
| 6M | -3.6% | -18.1% | +14.5% | -0.4% |
| YTD | +12.1% | -23.5% | +35.6% | +17.3% |
| 1Y | +8.9% | -37.4% | +46.2% | +19.1% |
| 3Y | +30.3% | -7.2% | +37.6% | +26.3% |
| 5Y | +13.7% | +2.7% | +11.0% | +5.1% |
| 10Y | +50.3% | +203.4% | -153.1% | +1.6% |
| All | +50.3% | +204.7% | -154.5% | +1.6% |
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