+67.9%
PPL vs PTC
+312.5%
-244.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -0.4% | +0.5% | -0.8% | -0.4% |
| 30D | +2.6% | +1.2% | +1.4% | +2.5% |
| 3M | +0.8% | +27.4% | -26.6% | -3.3% |
| 6M | +1.4% | +39.2% | -37.8% | -4.5% |
| YTD | +4.3% | +12.5% | -8.2% | +1.5% |
| 1Y | +0.8% | +12.3% | -11.5% | -2.0% |
| 3Y | +57.9% | +28.8% | +29.1% | +47.0% |
| 5Y | +48.3% | +60.9% | -12.6% | +30.3% |
| All | +67.9% | +312.5% | -244.6% | +19.8% |
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