+223.7%
PTC vs FIVE
+478.4%
-254.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.1% | -11.1% | -7.3% |
| 7D | -10.3% | +4.3% | -14.5% | -11.3% |
| 30D | +1.1% | +12.5% | -11.4% | -2.1% |
| 3M | +1.6% | +31.2% | -29.6% | -5.6% |
| 6M | -13.5% | +14.4% | -27.8% | -17.6% |
| YTD | -19.1% | +33.9% | -52.9% | -26.1% |
| 1Y | -33.9% | +65.1% | -98.9% | -43.0% |
| 3Y | -3.9% | +49.0% | -52.9% | -20.3% |
| 5Y | +6.0% | +30.3% | -24.3% | -12.1% |
| All | +223.7% | +478.4% | -254.8% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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