+316.9%
PTC vs COO
+40.2%
+276.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | +0.5% | -2.3% | +2.8% | +1.4% |
| 30D | +0.9% | +13.3% | -12.4% | -4.6% |
| 3M | +30.4% | -18.1% | +48.5% | +40.7% |
| 6M | +34.4% | +6.7% | +27.7% | +28.5% |
| YTD | +12.6% | -23.2% | +35.8% | +24.2% |
| 1Y | +10.2% | -12.3% | +22.5% | +14.2% |
| 3Y | +29.4% | -23.6% | +52.9% | +36.0% |
| 5Y | +63.7% | -38.7% | +102.4% | +89.1% |
| 10Y | +316.9% | +42.2% | +274.7% | +222.5% |
| All | +316.9% | +40.2% | +276.7% | +222.5% |
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