+45.2%
PL vs PTC
+32.6%
+12.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +0.4% | +14.1% | +14.3% |
| 7D | +10.9% | +0.8% | +10.1% | +10.5% |
| 30D | -16.4% | +0.7% | -17.1% | -16.6% |
| 3M | -39.9% | +32.6% | -72.6% | -49.4% |
| 6M | -63.2% | +33.6% | -96.8% | -69.9% |
| YTD | -27.1% | +12.4% | -39.6% | -33.6% |
| 1Y | +12.2% | +11.2% | +1.0% | +3.2% |
| 3Y | +584.3% | +31.7% | +552.6% | +454.0% |
| 5Y | +37.0% | +60.1% | -23.1% | -4.4% |
| All | +45.2% | +32.6% | +12.6% | +0.4% |
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 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