+198.6%
PM vs PTC
+204.7%
-6.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.7% | +1.8% |
| 7D | -1.3% | -12.8% | +11.5% | +0.2% |
| 30D | -2.6% | -9.8% | +7.2% | -1.5% |
| 3M | +5.8% | -2.1% | +7.9% | +5.7% |
| 6M | +10.6% | -18.1% | +28.7% | +12.7% |
| YTD | +17.2% | -23.5% | +40.7% | +20.3% |
| 1Y | +17.6% | -37.4% | +55.0% | +23.8% |
| 3Y | +124.3% | -7.2% | +131.5% | +118.9% |
| 5Y | +125.1% | +2.7% | +122.4% | +113.2% |
| 10Y | +198.6% | +203.4% | -4.8% | +104.9% |
| All | +198.6% | +204.7% | -6.1% | +104.9% |
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