+74.0%
PTC vs ABCL
-79.6%
+153.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.4% |
| 7D | +1.3% | +2.3% | -1.0% | +0.9% |
| 30D | +1.1% | -0.7% | +1.8% | +0.8% |
| 3M | +30.1% | +33.4% | -3.3% | +24.9% |
| 6M | +34.0% | +137.8% | -103.8% | +18.2% |
| YTD | +12.8% | +264.3% | -251.5% | -6.8% |
| 1Y | +10.7% | +209.2% | -198.4% | -6.7% |
| 3Y | +29.6% | +208.4% | -178.8% | +3.1% |
| 5Y | +63.5% | -11.9% | +75.4% | +47.5% |
| All | +74.0% | -79.6% | +153.5% | +79.6% |
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