+311.9%
PTC vs M
-7.1%
+318.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | +0.5% | +7.0% | -6.5% | -0.5% |
| 30D | +1.2% | +8.9% | -7.7% | -0.2% |
| 3M | +27.4% | +4.5% | +22.9% | +26.1% |
| 6M | +39.2% | +36.2% | +3.0% | +31.8% |
| YTD | +12.5% | +15.1% | -2.6% | +8.7% |
| 1Y | +12.3% | +27.4% | -15.2% | +6.6% |
| 3Y | +28.8% | +160.1% | -131.3% | +6.0% |
| 5Y | +60.9% | -1.6% | +62.5% | +47.2% |
| All | +311.9% | -7.1% | +318.9% | +242.0% |
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