+26.8%
PL vs PTC
+32.0%
-5.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.2% | +10.1% | +10.3% |
| 7D | -6.8% | -0.2% | -6.6% | -6.7% |
| 30D | -29.3% | +0.8% | -30.1% | -29.5% |
| 3M | -44.8% | +32.1% | -76.9% | -53.4% |
| 6M | -68.4% | +42.6% | -111.0% | -75.6% |
| YTD | -36.4% | +12.0% | -48.3% | -42.0% |
| 1Y | +0.7% | +12.2% | -11.4% | -8.0% |
| 3Y | +455.3% | +31.2% | +424.1% | +350.2% |
| 5Y | +22.7% | +54.9% | -32.2% | -14.3% |
| All | +26.8% | +32.0% | -5.3% | -12.1% |
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