+234.7%
PM vs PTC
+326.2%
-91.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.4% |
| 7D | -7.3% | +0.8% | -8.1% | -7.4% |
| 30D | -4.0% | +0.7% | -4.7% | -4.1% |
| 3M | +2.7% | +32.6% | -29.9% | -0.9% |
| 6M | +14.9% | +33.6% | -18.7% | +10.4% |
| YTD | +23.5% | +12.4% | +11.1% | +21.0% |
| 1Y | +30.4% | +11.2% | +19.1% | +27.8% |
| 3Y | +143.2% | +31.7% | +111.5% | +127.9% |
| 5Y | +159.5% | +60.1% | +99.4% | +132.5% |
| 10Y | +234.7% | +317.2% | -82.5% | +131.7% |
| All | +234.7% | +326.2% | -91.5% | +131.7% |
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