+62.1%
PR vs PTC
+333.9%
-271.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.7% |
| 7D | -16.5% | -0.1% | -16.4% | -16.5% |
| 30D | -4.5% | +0.8% | -5.3% | -4.8% |
| 3M | +8.5% | +39.6% | -31.0% | -8.8% |
| 6M | -3.3% | +41.5% | -44.8% | -20.8% |
| YTD | +55.7% | +11.7% | +44.0% | +41.4% |
| 1Y | +82.0% | +2.4% | +79.6% | +71.7% |
| 3Y | +62.5% | +31.9% | +30.5% | +30.5% |
| 5Y | +223.9% | +54.5% | +169.4% | +134.2% |
| All | +62.1% | +333.9% | -271.8% | +0.6% |
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