+134.1%
PSA vs PTC
+315.4%
-181.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +0.8% | +1.3% | -0.5% | +0.6% |
| 30D | +15.9% | +1.1% | +14.8% | +15.7% |
| 3M | +4.2% | +30.1% | -26.0% | -0.2% |
| 6M | +10.1% | +34.0% | -23.9% | +4.6% |
| YTD | +33.3% | +12.8% | +20.5% | +29.7% |
| 1Y | +28.2% | +10.7% | +17.5% | +25.1% |
| 3Y | +54.9% | +29.6% | +25.2% | +45.4% |
| 5Y | +28.3% | +63.5% | -35.2% | +15.0% |
| 10Y | +134.1% | +316.7% | -182.6% | +86.2% |
| All | +134.1% | +315.4% | -181.3% | +86.2% |
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