+256.3%
P vs PTC
+55.4%
+200.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +5.9% | +6.1% |
| 7D | -9.6% | +0.8% | -10.4% | -9.9% |
| 30D | -33.4% | +0.7% | -34.2% | -33.6% |
| 3M | +14.2% | +32.6% | -18.4% | -1.7% |
| 6M | +31.6% | +33.6% | -2.0% | +11.7% |
| YTD | +53.5% | +12.4% | +41.0% | +43.5% |
| 1Y | +14.2% | +11.2% | +3.0% | +7.5% |
| 3Y | +190.5% | +31.7% | +158.8% | +137.4% |
| 5Y | +256.3% | +60.1% | +196.3% | +160.0% |
| All | +256.3% | +55.4% | +200.9% | +160.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling