+1,102.3%
PSX vs PTC
+852.2%
+250.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.8% |
| 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% | +12.1% |
| 6M | +49.3% | +33.6% | +15.8% | +32.9% |
| YTD | +100.2% | +12.4% | +87.7% | +87.1% |
| 1Y | +88.8% | +11.2% | +77.6% | +77.1% |
| 3Y | +152.5% | +31.7% | +120.8% | +118.9% |
| 5Y | +283.2% | +60.1% | +223.1% | +201.2% |
| 10Y | +345.8% | +317.2% | +28.6% | +123.3% |
| All | +1,102.3% | +852.2% | +250.0% | +343.2% |
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