+199.5%
PAAS vs PTC
+223.7%
-24.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.0% | +3.6% | -0.9% |
| 7D | -2.9% | -10.3% | +7.4% | -0.3% |
| 30D | +6.8% | +1.1% | +5.7% | +6.3% |
| 3M | -2.9% | +1.6% | -4.5% | -4.1% |
| 6M | -16.4% | -13.5% | -3.0% | -14.2% |
| YTD | 0.0% | -19.1% | +19.1% | +4.3% |
| 1Y | +54.3% | -33.9% | +88.2% | +70.0% |
| 3Y | +230.7% | -3.9% | +234.6% | +219.6% |
| 5Y | +111.6% | +6.0% | +105.6% | +95.3% |
| All | +199.5% | +223.7% | -24.2% | +105.7% |
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