+63.0%
PTC vs LTH
+183.0%
-120.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +0.8% | +7.0% | -6.2% | -0.4% |
| 30D | +0.7% | +15.4% | -14.7% | -1.9% |
| 3M | +32.6% | +7.0% | +25.6% | +30.6% |
| 6M | +33.6% | +46.9% | -13.3% | +23.3% |
| YTD | +12.4% | +76.4% | -64.0% | -0.9% |
| 1Y | +11.2% | +83.7% | -72.5% | -2.9% |
| 3Y | +31.7% | +248.9% | -217.2% | -1.7% |
| 5Y | +60.1% | +141.8% | -81.8% | +13.9% |
| All | +63.0% | +183.0% | -120.0% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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