+317.2%
PTC vs M
+3.7%
+313.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.1% | -7.7% | -0.7% |
| 7D | +0.8% | +2.5% | -1.7% | +0.3% |
| 30D | +0.7% | +10.1% | -9.3% | -0.8% |
| 3M | +32.6% | -0.9% | +33.5% | +32.3% |
| 6M | +33.6% | +30.2% | +3.4% | +27.4% |
| YTD | +12.4% | +16.3% | -3.9% | +8.5% |
| 1Y | +11.2% | +27.0% | -15.7% | +5.7% |
| 3Y | +31.7% | +154.5% | -122.8% | +8.7% |
| 5Y | +60.1% | -1.1% | +61.1% | +46.4% |
| 10Y | +317.2% | +0.5% | +316.7% | +237.1% |
| All | +317.2% | +3.7% | +313.5% | +237.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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