+317.2%
PTC vs COO
+40.7%
+276.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | -0.6% |
| 7D | +0.8% | +4.3% | -3.5% | -1.1% |
| 30D | +0.7% | +17.6% | -16.9% | -6.2% |
| 3M | +32.6% | -13.9% | +46.5% | +40.0% |
| 6M | +33.6% | +6.6% | +27.0% | +27.8% |
| YTD | +12.4% | -22.0% | +34.4% | +23.3% |
| 1Y | +11.2% | -8.8% | +20.0% | +13.3% |
| 3Y | +31.7% | -21.5% | +53.2% | +36.8% |
| 5Y | +60.1% | -41.0% | +101.1% | +88.6% |
| 10Y | +317.2% | +40.9% | +276.3% | +227.0% |
| All | +317.2% | +40.7% | +276.5% | +227.0% |
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