+350.8%
PSX vs PTC
+312.8%
+38.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.2% |
| 7D | -0.4% | +0.5% | -0.9% | -0.5% |
| 30D | -8.1% | +0.9% | -9.0% | -8.3% |
| 3M | +15.9% | +30.4% | -14.5% | +5.5% |
| 6M | +49.4% | +34.4% | +15.0% | +33.7% |
| YTD | +104.7% | +12.6% | +92.1% | +92.5% |
| 1Y | +89.1% | +10.2% | +78.9% | +79.1% |
| 3Y | +151.7% | +29.4% | +122.4% | +121.1% |
| 5Y | +298.3% | +63.7% | +234.6% | +213.7% |
| All | +350.8% | +312.8% | +38.1% | +166.0% |
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