+65.7%
PPL vs PTC
+313.0%
-247.3%
-48.7%
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 | -2.2% | +0.8% | -3.0% | -2.3% |
| 30D | +1.7% | +1.2% | +0.5% | +1.5% |
| 3M | +0.1% | +32.6% | -32.5% | -4.6% |
| 6M | -1.5% | +36.1% | -37.6% | -6.9% |
| YTD | +3.0% | +12.7% | -9.7% | +0.1% |
| 1Y | -1.4% | +10.2% | -11.6% | -3.8% |
| 3Y | +53.5% | +29.4% | +24.0% | +42.7% |
| 5Y | +46.4% | +61.1% | -14.7% | +28.6% |
| All | +65.7% | +313.0% | -247.3% | +18.3% |
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