+316.9%
PTC vs INDA
+112.6%
+204.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.1% |
| 7D | +0.5% | +3.1% | -2.6% | -1.4% |
| 30D | +0.9% | +11.3% | -10.4% | -5.5% |
| 3M | +30.4% | +3.0% | +27.4% | +27.9% |
| 6M | +34.4% | +6.5% | +27.9% | +29.0% |
| YTD | +12.6% | -4.6% | +17.1% | +15.2% |
| 1Y | +10.2% | -5.8% | +15.9% | +13.6% |
| 3Y | +29.4% | +16.8% | +12.6% | +16.0% |
| 5Y | +63.7% | +10.4% | +53.3% | +51.7% |
| 10Y | +316.9% | +116.8% | +200.1% | +154.6% |
| All | +316.9% | +112.6% | +204.3% | +154.6% |
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