+317.2%
PTC vs FIVE
+596.6%
-279.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.6% | -5.2% | -0.9% |
| 7D | +0.8% | +6.2% | -5.4% | -0.8% |
| 30D | +0.7% | +18.2% | -17.4% | -3.4% |
| 3M | +32.6% | +3.8% | +28.8% | +30.5% |
| 6M | +33.6% | +13.7% | +19.8% | +27.6% |
| YTD | +12.4% | +34.7% | -22.3% | +2.1% |
| 1Y | +11.2% | +66.6% | -55.4% | -4.5% |
| 3Y | +31.7% | +44.3% | -12.6% | +10.1% |
| 5Y | +60.1% | +18.8% | +41.3% | +36.2% |
| 10Y | +317.2% | +569.2% | -252.0% | +160.9% |
| All | +317.2% | +596.6% | -279.4% | +160.9% |
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