+2.7%
PTC vs INDA
+7.2%
-4.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.9% | -4.3% |
| 7D | -12.8% | -1.0% | -11.8% | -12.1% |
| 30D | -9.8% | -2.5% | -7.2% | -8.1% |
| 3M | -2.1% | +4.0% | -6.0% | -4.8% |
| 6M | -18.1% | -1.8% | -16.3% | -17.3% |
| YTD | -23.5% | -9.2% | -14.3% | -18.2% |
| 1Y | -37.4% | -7.2% | -30.2% | -34.2% |
| 3Y | -7.2% | +9.8% | -17.1% | -17.2% |
| 5Y | +2.7% | +7.5% | -4.8% | -8.7% |
| All | +2.7% | +7.2% | -4.5% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling