+695.9%
PH vs PTC
+312.5%
+383.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +4.3% | +0.5% | +3.9% | +4.2% |
| 30D | +0.1% | +1.2% | -1.1% | -0.3% |
| 3M | -9.4% | +27.4% | -36.7% | -19.8% |
| 6M | +8.8% | +39.2% | -30.4% | -8.8% |
| YTD | +9.6% | +12.5% | -2.9% | +0.1% |
| 1Y | +14.4% | +12.3% | +2.2% | +4.5% |
| 3Y | +134.5% | +28.8% | +105.7% | +95.1% |
| 5Y | +204.4% | +60.9% | +143.6% | +123.0% |
| All | +695.9% | +312.5% | +383.4% | +269.2% |
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