+316.7%
PTC vs M
-3.0%
+319.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +1.3% | +5.0% | -3.7% | +0.4% |
| 30D | +1.1% | +10.6% | -9.6% | -0.6% |
| 3M | +30.1% | +1.6% | +28.6% | +29.4% |
| 6M | +34.0% | +30.8% | +3.2% | +27.7% |
| YTD | +12.8% | +16.9% | -4.1% | +8.8% |
| 1Y | +10.7% | +26.3% | -15.5% | +5.3% |
| 3Y | +29.6% | +158.6% | -129.0% | +6.8% |
| 5Y | +63.5% | +2.1% | +61.5% | +48.9% |
| 10Y | +316.7% | -4.3% | +321.0% | +242.2% |
| All | +316.7% | -3.0% | +319.7% | +242.2% |
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