+15,843.1%
PSA vs PTC
+8,817.5%
+7,025.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +3.9% | -0.2% | +4.1% | +3.9% |
| 30D | +19.7% | +0.8% | +18.9% | +19.6% |
| 3M | +4.3% | +32.1% | -27.8% | +0.7% |
| 6M | +11.4% | +42.6% | -31.3% | +6.3% |
| YTD | +33.9% | +12.0% | +22.0% | +30.9% |
| 1Y | +28.3% | +12.2% | +16.1% | +25.3% |
| 3Y | +53.5% | +31.2% | +22.3% | +46.6% |
| 5Y | +30.6% | +54.9% | -24.3% | +21.9% |
| 10Y | +145.8% | +343.1% | -197.4% | +101.1% |
| All | +15,843.1% | +8,817.5% | +7,025.7% | +9,535.2% |
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 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