+708.4%
P vs PTC
+224.0%
+484.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.0% | +7.4% | +4.9% |
| 7D | +6.5% | -10.3% | +16.8% | +13.2% |
| 30D | +18.8% | +1.1% | +17.7% | +17.0% |
| 3M | +26.7% | +1.6% | +25.1% | +21.5% |
| 6M | +62.2% | -13.5% | +75.6% | +71.2% |
| YTD | +48.5% | -19.1% | +67.6% | +62.5% |
| 1Y | +26.4% | -33.9% | +60.3% | +56.8% |
| 3Y | +159.4% | -3.9% | +163.3% | +148.4% |
| 5Y | +275.8% | +6.0% | +269.8% | +229.9% |
| All | +708.4% | +224.0% | +484.3% | +247.5% |
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