+405.6%
PTC vs MDY
+2,662.7%
-2,257.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.2% | -6.2% |
| 7D | -10.3% | +0.1% | -10.4% | -10.4% |
| 30D | +1.1% | -1.5% | +2.6% | +2.8% |
| 3M | +1.6% | +0.8% | +0.8% | -0.4% |
| 6M | -13.5% | +7.4% | -20.9% | -22.2% |
| YTD | -19.1% | +15.2% | -34.2% | -33.3% |
| 1Y | -33.9% | +16.5% | -50.4% | -46.4% |
| 3Y | -3.9% | +46.8% | -50.7% | -42.6% |
| 5Y | +6.0% | +46.0% | -40.0% | -37.4% |
| 10Y | +223.7% | +172.1% | +51.7% | -19.0% |
| All | +405.6% | +2,662.7% | -2,257.1% | -96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling