+317.2%
PTC vs EXPD
+334.2%
-17.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.9% |
| 7D | +0.8% | -5.5% | +6.3% | +3.4% |
| 30D | +0.7% | -1.9% | +2.6% | +1.4% |
| 3M | +32.6% | +6.1% | +26.5% | +28.5% |
| 6M | +33.6% | +21.6% | +11.9% | +20.5% |
| YTD | +12.4% | +27.9% | -15.5% | -2.7% |
| 1Y | +11.2% | +39.4% | -28.2% | -8.1% |
| 3Y | +31.7% | +72.7% | -41.0% | -5.7% |
| 5Y | +60.1% | +60.3% | -0.2% | +16.2% |
| 10Y | +317.2% | +332.6% | -15.4% | +95.4% |
| All | +317.2% | +334.2% | -17.0% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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