+169.5%
PR vs PTC
+331.3%
-161.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.4% | +1.0% |
| 7D | +2.9% | -10.3% | +13.2% | +7.8% |
| 30D | +18.0% | +1.1% | +16.9% | +17.0% |
| 3M | +16.9% | +1.6% | +15.3% | +14.1% |
| 6M | +28.2% | -13.5% | +41.7% | +33.7% |
| YTD | +69.3% | -19.1% | +88.4% | +80.9% |
| 1Y | +69.5% | -33.9% | +103.4% | +98.8% |
| 3Y | +81.7% | -3.9% | +85.6% | +71.8% |
| 5Y | +422.2% | +6.0% | +416.2% | +359.7% |
| 10Y | +110.4% | +223.7% | -113.4% | +45.0% |
| All | +169.5% | +331.3% | -161.8% | +84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling