+63.5%
PTC vs LTH
+186.2%
-122.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | +1.3% | +6.4% | -5.1% | +0.2% |
| 30D | +1.1% | +16.7% | -15.7% | -1.7% |
| 3M | +30.1% | +11.7% | +18.5% | +27.3% |
| 6M | +34.0% | +48.5% | -14.5% | +23.5% |
| YTD | +12.8% | +78.4% | -65.6% | -0.7% |
| 1Y | +10.7% | +89.7% | -78.9% | -3.9% |
| 3Y | +29.6% | +245.6% | -216.0% | -3.0% |
| 5Y | +63.5% | +142.7% | -79.1% | +16.1% |
| All | +63.5% | +186.2% | -122.7% | +17.7% |
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