+316.9%
PTC vs M
-5.1%
+322.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | +0.5% | -3.3% | +3.8% | +0.9% |
| 30D | +0.9% | +8.1% | -7.2% | -0.4% |
| 3M | +30.4% | +2.2% | +28.2% | +29.5% |
| 6M | +34.4% | +35.1% | -0.7% | +27.5% |
| YTD | +12.6% | +15.8% | -3.2% | +8.7% |
| 1Y | +10.2% | +25.8% | -15.6% | +4.9% |
| 3Y | +29.4% | +156.2% | -126.9% | +6.7% |
| 5Y | +63.7% | -2.4% | +66.1% | +50.0% |
| 10Y | +316.9% | -7.1% | +324.0% | +245.9% |
| All | +316.9% | -5.1% | +322.0% | +245.9% |
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