+370.1%
PSX vs PTC
+204.7%
+165.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.5% | +7.1% | +3.3% |
| 7D | +2.8% | -12.8% | +15.6% | +7.0% |
| 30D | +27.8% | -9.8% | +37.5% | +31.4% |
| 3M | +42.0% | -2.1% | +44.1% | +41.3% |
| 6M | +58.1% | -18.1% | +76.2% | +65.9% |
| YTD | +105.0% | -23.5% | +128.5% | +119.1% |
| 1Y | +104.9% | -37.4% | +142.3% | +133.3% |
| 3Y | +134.1% | -7.2% | +141.3% | +129.2% |
| 5Y | +363.8% | +2.7% | +361.2% | +326.9% |
| 10Y | +370.1% | +203.4% | +166.7% | +191.5% |
| All | +370.1% | +204.7% | +165.4% | +191.5% |
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