+185.5%
PAAS vs PTC
+315.4%
-129.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.3% | -6.2% | -5.9% |
| 7D | +4.2% | +1.3% | +2.9% | +3.9% |
| 30D | -13.8% | +1.1% | -14.9% | -14.0% |
| 3M | -22.7% | +30.1% | -52.9% | -28.2% |
| 6M | -32.1% | +34.0% | -66.1% | -37.9% |
| YTD | -22.3% | +12.8% | -35.1% | -25.9% |
| 1Y | +7.7% | +10.7% | -3.1% | +3.1% |
| 3Y | +214.0% | +29.6% | +184.4% | +180.7% |
| 5Y | +63.2% | +63.5% | -0.3% | +34.3% |
| 10Y | +185.5% | +316.7% | -131.2% | +111.1% |
| All | +185.5% | +315.4% | -129.9% | +111.1% |
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