+330.4%
PODD vs PTC
+313.0%
+17.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -4.4% | +0.8% | -5.2% | -4.7% |
| 30D | +8.1% | +1.2% | +6.9% | +7.6% |
| 3M | +2.9% | +32.6% | -29.7% | -10.5% |
| 6M | -5.7% | +36.1% | -41.8% | -19.4% |
| YTD | -47.5% | +12.7% | -60.1% | -51.6% |
| 1Y | -55.7% | +10.2% | -65.8% | -58.7% |
| 3Y | -3.7% | +29.4% | -33.2% | -20.5% |
| 5Y | -52.6% | +61.1% | -113.7% | -65.3% |
| All | +330.4% | +313.0% | +17.4% | +104.0% |
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