+123.0%
POET vs PTC
+312.5%
-189.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +1.2% | +0.5% | +0.7% | +1.0% |
| 30D | -12.2% | +1.2% | -13.4% | -12.4% |
| 3M | -42.4% | +27.4% | -69.8% | -47.5% |
| 6M | -64.3% | +39.2% | -103.5% | -68.8% |
| YTD | -19.0% | +12.5% | -31.5% | -24.0% |
| 1Y | +9.1% | +12.3% | -3.1% | +2.6% |
| 3Y | +297.7% | +28.8% | +268.8% | +258.1% |
| 5Y | -38.2% | +60.9% | -99.1% | -50.0% |
| All | +123.0% | +312.5% | -189.4% | +46.4% |
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