+1,112.1%
PSX vs PTC
+585.6%
+526.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | +2.1% |
| 7D | +4.5% | -10.3% | +14.8% | +8.1% |
| 30D | +26.6% | +1.1% | +25.5% | +25.7% |
| 3M | +39.3% | +1.6% | +37.7% | +37.0% |
| 6M | +56.8% | -13.5% | +70.3% | +62.0% |
| YTD | +101.8% | -19.1% | +120.9% | +112.3% |
| 1Y | +99.6% | -33.9% | +133.5% | +124.3% |
| 3Y | +140.3% | -3.9% | +144.3% | +133.1% |
| 5Y | +339.3% | +6.0% | +333.3% | +299.9% |
| 10Y | +369.9% | +223.7% | +146.1% | +157.3% |
| All | +1,112.1% | +585.6% | +526.5% | +403.0% |
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 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