+14,023.4%
PSA vs PTC
+6,346.6%
+7,676.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.8% | -0.6% |
| 7D | -3.7% | -10.3% | +6.6% | -2.6% |
| 30D | -7.7% | +1.1% | -8.9% | -7.9% |
| 3M | -0.6% | +1.6% | -2.2% | -1.0% |
| 6M | -0.9% | -13.5% | +12.6% | +0.2% |
| YTD | +18.7% | -19.1% | +37.7% | +20.6% |
| 1Y | +7.6% | -33.9% | +41.5% | +11.7% |
| 3Y | +23.7% | -3.9% | +27.6% | +22.7% |
| 5Y | +13.7% | +6.0% | +7.6% | +10.9% |
| 10Y | +98.9% | +223.7% | -124.9% | +69.0% |
| All | +14,023.4% | +6,346.6% | +7,676.8% | +8,778.2% |
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