+656.6%
PTC vs INDA
+122.2%
+534.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +0.8% | +3.1% | -2.2% | -0.8% |
| 30D | +1.2% | +9.1% | -7.9% | -3.6% |
| 3M | +32.6% | +3.2% | +29.4% | +30.2% |
| 6M | +36.1% | +8.5% | +27.6% | +29.8% |
| YTD | +12.7% | -4.6% | +17.3% | +15.0% |
| 1Y | +10.2% | -5.5% | +15.7% | +13.0% |
| 3Y | +29.4% | +16.7% | +12.7% | +17.7% |
| 5Y | +61.1% | +9.0% | +52.1% | +52.0% |
| 10Y | +317.1% | +116.6% | +200.5% | +173.1% |
| All | +656.6% | +122.2% | +534.3% | +350.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling