+63.7%
PTC vs MDY
+37.8%
+25.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.9% |
| 7D | +0.5% | +0.2% | +0.3% | +0.2% |
| 30D | +0.9% | +2.1% | -1.2% | -1.1% |
| 3M | +30.4% | -3.6% | +34.0% | +34.2% |
| 6M | +34.4% | +1.7% | +32.7% | +31.2% |
| YTD | +12.6% | +13.8% | -1.2% | -1.3% |
| 1Y | +10.2% | +15.5% | -5.3% | -4.7% |
| 3Y | +29.4% | +58.3% | -29.0% | -17.1% |
| 5Y | +63.7% | +37.4% | +26.3% | +18.6% |
| All | +63.7% | +37.8% | +25.9% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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