+330.1%
PTC vs COO
+41.2%
+288.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.1% | +1.0% |
| 7D | -0.2% | +4.7% | -5.0% | -2.3% |
| 30D | +0.8% | +13.9% | -13.1% | -4.9% |
| 3M | +32.1% | -14.9% | +47.1% | +40.2% |
| 6M | +42.6% | +2.0% | +40.6% | +39.1% |
| YTD | +12.0% | -23.9% | +35.9% | +24.1% |
| 1Y | +12.2% | -9.6% | +21.8% | +14.6% |
| 3Y | +31.2% | -25.4% | +56.7% | +39.6% |
| 5Y | +54.9% | -41.2% | +96.1% | +82.3% |
| All | +330.1% | +41.2% | +288.9% | +237.1% |
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