+707.9%
P vs PTC
+326.2%
+381.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +5.9% | +6.1% |
| 7D | -9.6% | +0.8% | -10.4% | -10.0% |
| 30D | -33.4% | +0.7% | -34.2% | -33.6% |
| 3M | +14.2% | +32.6% | -18.4% | -6.2% |
| 6M | +31.6% | +33.6% | -2.0% | +5.4% |
| YTD | +53.5% | +12.4% | +41.0% | +35.4% |
| 1Y | +14.2% | +11.2% | +3.0% | +1.5% |
| 3Y | +190.5% | +31.7% | +158.8% | +126.4% |
| 5Y | +256.3% | +60.1% | +196.3% | +139.9% |
| 10Y | +707.9% | +317.2% | +390.7% | +189.0% |
| All | +707.9% | +326.2% | +381.7% | +189.0% |
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