+84.5%
PR vs PTC
+312.5%
-228.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.3% |
| 7D | +6.0% | +0.5% | +5.5% | +5.8% |
| 30D | -4.2% | +1.2% | -5.4% | -4.7% |
| 3M | +10.0% | +27.4% | -17.4% | -3.5% |
| 6M | +15.6% | +39.2% | -23.6% | -4.1% |
| YTD | +68.2% | +12.5% | +55.7% | +52.3% |
| 1Y | +79.2% | +12.3% | +66.9% | +62.2% |
| 3Y | +94.9% | +28.8% | +66.1% | +58.6% |
| 5Y | +272.8% | +60.9% | +211.9% | +163.9% |
| All | +84.5% | +312.5% | -228.0% | +9.4% |
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