+72.7%
PTC vs ABCL
-80.5%
+153.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.7% | -6.5% | -0.5% |
| 7D | -0.2% | -3.2% | +2.9% | -0.1% |
| 30D | +0.8% | -7.4% | +8.2% | +1.2% |
| 3M | +32.1% | +81.9% | -49.8% | +21.7% |
| 6M | +42.6% | +135.7% | -93.1% | +25.8% |
| YTD | +12.0% | +247.4% | -235.4% | -7.0% |
| 1Y | +12.2% | +162.3% | -150.1% | -3.8% |
| 3Y | +31.2% | +165.5% | -134.3% | +6.5% |
| 5Y | +54.9% | -21.3% | +76.2% | +41.4% |
| All | +72.7% | -80.5% | +153.2% | +79.2% |
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