+345.8%
PSX vs PTC
+326.2%
+19.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.9% |
| 7D | -8.0% | +0.8% | -8.8% | -8.2% |
| 30D | -9.0% | +0.7% | -9.8% | -9.2% |
| 3M | +24.7% | +32.6% | -7.9% | +12.9% |
| 6M | +49.3% | +33.6% | +15.8% | +33.9% |
| YTD | +100.2% | +12.4% | +87.7% | +88.3% |
| 1Y | +88.8% | +11.2% | +77.6% | +78.3% |
| 3Y | +152.5% | +31.7% | +120.8% | +120.4% |
| 5Y | +283.2% | +60.1% | +223.1% | +204.3% |
| 10Y | +345.8% | +317.2% | +28.6% | +162.5% |
| All | +345.8% | +326.2% | +19.6% | +162.5% |
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