+198.3%
PTC vs INDA
+81.7%
+116.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.8% |
| 7D | -13.6% | -2.6% | -11.0% | -12.1% |
| 30D | -14.7% | -2.9% | -11.7% | -13.1% |
| 3M | -5.9% | +2.4% | -8.3% | -7.3% |
| 6M | -21.1% | -2.6% | -18.5% | -20.1% |
| YTD | -26.0% | -10.0% | -16.1% | -21.5% |
| 1Y | -36.8% | -7.7% | -29.2% | -34.0% |
| 3Y | -10.3% | +8.9% | -19.2% | -15.8% |
| 5Y | +1.2% | +6.0% | -4.8% | -3.6% |
| 10Y | +198.3% | +84.4% | +113.9% | +104.7% |
| All | +198.3% | +81.7% | +116.5% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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