+63.5%
PTC vs LTH
+132.1%
-68.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.2% | +0.8% |
| 7D | +0.8% | -4.6% | +5.5% | +1.7% |
| 30D | +1.2% | +14.8% | -13.6% | -1.4% |
| 3M | +32.6% | +3.9% | +28.7% | +31.3% |
| 6M | +36.1% | +35.5% | +0.6% | +27.3% |
| YTD | +12.7% | +71.3% | -58.7% | -0.6% |
| 1Y | +10.2% | +75.7% | -65.5% | -3.4% |
| 3Y | +29.4% | +231.9% | -202.5% | -3.6% |
| All | +63.5% | +132.1% | -68.6% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling