-77.8%
PLTD vs PTC
-3.0%
-74.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -2.0% |
| 7D | -1.6% | +0.5% | -2.0% | -1.4% |
| 30D | +18.5% | +0.9% | +17.6% | +18.9% |
| 3M | -2.4% | +30.4% | -32.8% | +9.1% |
| 6M | -34.6% | +34.4% | -69.0% | -24.2% |
| YTD | -21.4% | +12.6% | -34.0% | -16.8% |
| 1Y | -16.8% | +10.2% | -26.9% | -12.8% |
| All | -77.8% | -3.0% | -74.8% | -70.2% |
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