+443.6%
PTC vs INDA
+115.1%
+328.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | -10.3% | +0.7% | -11.0% | -10.6% |
| 30D | +1.1% | -0.8% | +1.9% | +1.5% |
| 3M | +1.6% | +3.9% | -2.3% | -0.6% |
| 6M | -13.5% | -0.7% | -12.8% | -13.4% |
| YTD | -19.1% | -7.7% | -11.4% | -15.8% |
| 1Y | -33.9% | -5.1% | -28.8% | -32.3% |
| 3Y | -3.9% | +13.6% | -17.5% | -11.3% |
| 5Y | +6.0% | +7.8% | -1.8% | +0.9% |
| 10Y | +223.7% | +84.6% | +139.1% | +128.5% |
| All | +443.6% | +115.1% | +328.5% | +229.9% |
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