+763.1%
PM vs PTC
+903.0%
-139.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.0% | +4.1% | -0.9% |
| 7D | -4.9% | -10.3% | +5.4% | -3.1% |
| 30D | -3.4% | +1.1% | -4.5% | -3.7% |
| 3M | +5.2% | +1.6% | +3.6% | +4.3% |
| 6M | +3.7% | -13.5% | +17.2% | +5.6% |
| YTD | +15.8% | -19.1% | +34.8% | +19.0% |
| 1Y | +17.4% | -33.9% | +51.2% | +25.0% |
| 3Y | +116.9% | -3.9% | +120.8% | +110.6% |
| 5Y | +117.3% | +6.0% | +111.3% | +103.0% |
| 10Y | +193.8% | +223.7% | -30.0% | +98.0% |
| All | +763.1% | +903.0% | -139.8% | +299.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling