+62.3%
PTC vs LTH
+184.4%
-122.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.5% |
| 7D | -0.2% | +4.5% | -4.7% | -1.0% |
| 30D | +0.8% | +16.3% | -15.6% | -2.0% |
| 3M | +32.1% | +8.4% | +23.7% | +29.9% |
| 6M | +42.6% | +40.3% | +2.3% | +32.8% |
| YTD | +12.0% | +77.3% | -65.3% | -1.4% |
| 1Y | +12.2% | +88.0% | -75.8% | -2.5% |
| 3Y | +31.2% | +274.3% | -243.0% | -3.7% |
| 5Y | +54.9% | +142.9% | -88.0% | +10.2% |
| All | +62.3% | +184.4% | -122.1% | +16.9% |
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