+747.9%
PH vs PTC
+334.9%
+413.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.6% | +2.8% |
| 7D | +2.0% | -0.2% | +2.2% | +2.1% |
| 30D | -3.7% | +0.8% | -4.4% | -4.0% |
| 3M | -14.0% | +32.1% | -46.1% | -25.2% |
| 6M | +2.1% | +42.6% | -40.5% | -15.6% |
| YTD | +5.1% | +12.0% | -6.9% | -3.9% |
| 1Y | +10.9% | +12.2% | -1.2% | +1.3% |
| 3Y | +132.9% | +31.2% | +101.7% | +92.0% |
| 5Y | +200.1% | +54.9% | +145.2% | +123.6% |
| All | +747.9% | +334.9% | +413.0% | +296.6% |
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