+15,068.3%
PCAR vs PTC
+6,346.6%
+8,721.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | +1.4% |
| 7D | -0.5% | -10.3% | +9.8% | +1.8% |
| 30D | -6.2% | +1.1% | -7.4% | -6.7% |
| 3M | +5.9% | +1.6% | +4.3% | +4.6% |
| 6M | +0.4% | -13.5% | +13.9% | +2.3% |
| YTD | +14.8% | -19.1% | +33.9% | +18.4% |
| 1Y | +30.1% | -33.9% | +64.0% | +40.0% |
| 3Y | +66.7% | -3.9% | +70.6% | +64.3% |
| 5Y | +166.1% | +6.0% | +160.1% | +153.4% |
| 10Y | +353.7% | +223.7% | +129.9% | +228.1% |
| All | +15,068.3% | +6,346.6% | +8,721.7% | +4,957.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling