+1,067.6%
PSX vs PTC
+848.3%
+219.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -13.1% | -0.2% | -12.9% | -13.1% |
| 30D | -9.5% | +0.8% | -10.3% | -9.7% |
| 3M | +20.2% | +32.1% | -11.9% | +8.2% |
| 6M | +44.9% | +42.6% | +2.3% | +25.9% |
| YTD | +94.4% | +12.0% | +82.4% | +81.9% |
| 1Y | +83.1% | +12.2% | +70.9% | +71.1% |
| 3Y | +132.2% | +31.2% | +100.9% | +101.4% |
| 5Y | +278.8% | +54.9% | +224.0% | +201.1% |
| 10Y | +354.2% | +343.1% | +11.0% | +122.4% |
| All | +1,067.6% | +848.3% | +219.2% | +330.9% |
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