+652.6%
P vs PTC
+315.4%
+337.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.0% |
| 7D | -13.3% | +1.3% | -14.6% | -13.9% |
| 30D | -34.0% | +1.1% | -35.1% | -34.3% |
| 3M | +4.1% | +30.1% | -26.1% | -13.6% |
| 6M | +30.5% | +34.0% | -3.6% | +4.3% |
| YTD | +52.2% | +12.8% | +39.4% | +34.1% |
| 1Y | +10.3% | +10.7% | -0.5% | -1.7% |
| 3Y | +180.9% | +29.6% | +151.2% | +121.2% |
| 5Y | +259.7% | +63.5% | +196.2% | +139.1% |
| 10Y | +652.6% | +316.7% | +335.9% | +170.9% |
| All | +652.6% | +315.4% | +337.3% | +170.9% |
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 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