+65.2%
PR vs PTC
+334.9%
-269.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -16.4% | -0.2% | -16.2% | -16.3% |
| 30D | -1.9% | +0.8% | -2.7% | -2.2% |
| 3M | +8.0% | +32.1% | -24.2% | -6.9% |
| 6M | +4.1% | +42.6% | -38.5% | -15.0% |
| YTD | +58.7% | +12.0% | +46.7% | +44.0% |
| 1Y | +75.8% | +12.2% | +63.7% | +59.2% |
| 3Y | +73.2% | +31.2% | +41.9% | +39.5% |
| 5Y | +230.1% | +54.9% | +175.2% | +138.5% |
| All | +65.2% | +334.9% | -269.8% | +2.4% |
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