+668.5%
PBR vs PTC
+200.2%
+468.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +4.2% | -14.2% | +18.5% | +9.7% |
| 30D | +22.7% | -14.4% | +37.2% | +29.0% |
| 3M | +21.5% | -4.7% | +26.2% | +21.6% |
| 6M | +24.0% | -19.3% | +43.3% | +31.1% |
| YTD | +88.2% | -26.1% | +114.4% | +104.6% |
| 1Y | +74.8% | -37.1% | +111.9% | +101.9% |
| 3Y | +105.1% | -10.4% | +115.5% | +96.6% |
| 5Y | +572.2% | +2.5% | +569.8% | +481.7% |
| All | +668.5% | +200.2% | +468.3% | +222.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling