+196.2%
PAAS vs PTC
+312.5%
-116.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -8.9% | +0.5% | -9.4% | -9.0% |
| 30D | -11.4% | +1.2% | -12.6% | -11.6% |
| 3M | -20.4% | +27.4% | -47.8% | -25.6% |
| 6M | -40.7% | +39.2% | -79.9% | -46.3% |
| YTD | -26.9% | +12.5% | -39.4% | -30.3% |
| 1Y | -3.1% | +12.3% | -15.3% | -7.5% |
| 3Y | +199.3% | +28.8% | +170.4% | +168.0% |
| 5Y | +48.3% | +60.9% | -12.6% | +22.6% |
| All | +196.2% | +312.5% | -116.3% | +120.8% |
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