+212.2%
PAAS vs PTC
+317.3%
-105.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -5.2% | +0.5% | -5.7% | -5.3% |
| 30D | -13.9% | +0.9% | -14.8% | -14.1% |
| 3M | -23.8% | +30.4% | -54.2% | -29.2% |
| 6M | -36.4% | +34.4% | -70.8% | -41.9% |
| YTD | -23.4% | +12.6% | -35.9% | -26.9% |
| 1Y | +5.6% | +10.2% | -4.6% | +1.3% |
| 3Y | +209.7% | +29.4% | +180.3% | +177.0% |
| 5Y | +55.6% | +63.7% | -8.2% | +28.0% |
| 10Y | +212.2% | +316.9% | -104.6% | +133.9% |
| All | +212.2% | +317.3% | -105.1% | +133.9% |
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