+222.4%
PTC vs COO
+48.2%
+174.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.6% | -5.4% |
| 7D | -10.3% | -2.2% | -8.0% | -9.4% |
| 30D | +1.1% | -7.0% | +8.2% | +4.3% |
| 3M | +1.6% | +12.2% | -10.6% | -3.8% |
| 6M | -13.5% | -15.1% | +1.6% | -7.6% |
| YTD | -19.1% | -15.1% | -4.0% | -13.6% |
| 1Y | -33.9% | +2.3% | -36.2% | -35.5% |
| 3Y | -3.9% | -23.7% | +19.8% | +2.9% |
| 5Y | +6.0% | -38.9% | +45.0% | +24.9% |
| All | +222.4% | +48.2% | +174.2% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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