+316.9%
PTC vs ALM
+2,084.7%
-1,767.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.2% |
| 7D | +0.5% | -7.2% | +7.7% | +0.7% |
| 30D | +0.9% | -26.4% | +27.3% | +1.7% |
| 3M | +30.4% | -38.6% | +69.0% | +31.8% |
| 6M | +34.4% | -61.0% | +95.4% | +37.2% |
| YTD | +12.6% | -7.4% | +20.0% | +10.8% |
| 1Y | +10.2% | +14.0% | -3.8% | +7.5% |
| 3Y | +29.4% | +844.4% | -815.1% | +15.4% |
| 5Y | +63.7% | +410.8% | -347.1% | +47.2% |
| 10Y | +316.9% | +2,084.7% | -1,767.9% | +245.8% |
| All | +316.9% | +2,084.7% | -1,767.9% | +245.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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