+330.1%
PTC vs EXPD
+304.0%
+26.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.3% |
| 7D | -0.2% | -7.2% | +6.9% | +3.2% |
| 30D | +0.8% | -3.3% | +4.0% | +2.1% |
| 3M | +32.1% | +3.4% | +28.7% | +29.6% |
| 6M | +42.6% | +22.7% | +19.9% | +28.1% |
| YTD | +12.0% | +24.5% | -12.6% | -1.7% |
| 1Y | +12.2% | +38.6% | -26.5% | -7.1% |
| 3Y | +31.2% | +71.5% | -40.3% | -5.7% |
| 5Y | +54.9% | +56.2% | -1.4% | +14.1% |
| All | +330.1% | +304.0% | +26.1% | +114.4% |
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