+106.0%
PSA vs PTC
+206.2%
-100.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +0.7% |
| 7D | -0.4% | -12.8% | +12.4% | +1.6% |
| 30D | -8.2% | -9.8% | +1.6% | -6.9% |
| 3M | -2.1% | -2.1% | -0.1% | -2.3% |
| 6M | -0.2% | -18.1% | +17.9% | +2.2% |
| YTD | +18.5% | -23.5% | +42.0% | +22.5% |
| 1Y | +6.6% | -37.4% | +43.9% | +13.6% |
| 3Y | +24.5% | -7.2% | +31.7% | +23.1% |
| 5Y | +13.6% | +2.7% | +10.9% | +9.1% |
| All | +106.0% | +206.2% | -100.2% | +76.1% |
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