+545.8%
PBR vs PTC
+317.3%
+228.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -9.1% | +0.5% | -9.6% | -9.3% |
| 30D | -29.9% | +0.9% | -30.8% | -30.1% |
| 3M | +2.3% | +30.4% | -28.1% | -7.9% |
| 6M | -10.9% | +34.4% | -45.3% | -21.4% |
| YTD | +56.9% | +12.6% | +44.3% | +46.1% |
| 1Y | +38.0% | +10.2% | +27.8% | +29.5% |
| 3Y | +64.8% | +29.4% | +35.4% | +38.9% |
| 5Y | +447.1% | +63.7% | +383.4% | +298.7% |
| 10Y | +545.8% | +316.9% | +228.9% | +196.0% |
| All | +545.8% | +317.3% | +228.5% | +196.0% |
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