+73.7%
PTC vs ABCL
-81.0%
+154.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.8% | +0.4% |
| 7D | +0.8% | +4.4% | -3.6% | +0.3% |
| 30D | +1.2% | -7.9% | +9.0% | +1.7% |
| 3M | +32.6% | +12.2% | +20.4% | +29.7% |
| 6M | +36.1% | +134.7% | -98.7% | +20.1% |
| YTD | +12.7% | +239.8% | -227.1% | -6.2% |
| 1Y | +10.2% | +192.7% | -182.5% | -6.7% |
| 3Y | +29.4% | +187.6% | -158.2% | +3.7% |
| 5Y | +61.1% | -22.6% | +83.7% | +47.3% |
| All | +73.7% | -81.0% | +154.7% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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