+107.3%
PR vs PTC
+224.0%
-116.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.4% | +1.1% |
| 7D | +2.9% | -10.3% | +13.2% | +7.9% |
| 30D | +18.0% | +1.1% | +16.9% | +17.0% |
| 3M | +16.9% | +1.6% | +15.3% | +14.0% |
| 6M | +28.2% | -13.5% | +41.7% | +33.9% |
| YTD | +69.3% | -19.1% | +88.4% | +81.3% |
| 1Y | +69.5% | -33.9% | +103.4% | +99.7% |
| 3Y | +81.7% | -3.9% | +85.6% | +71.2% |
| 5Y | +422.2% | +6.0% | +416.2% | +356.9% |
| All | +107.3% | +224.0% | -116.7% | +36.5% |
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