+200.2%
PTC vs MKTX
+5.0%
+195.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -7.3% | -0.2% | -7.0% | -7.2% |
| 30D | -11.6% | +0.7% | -12.4% | -11.8% |
| 3M | +10.5% | +40.8% | -30.3% | +0.1% |
| 6M | -17.8% | -8.0% | -9.8% | -16.8% |
| YTD | -24.9% | -8.7% | -16.2% | -23.9% |
| 1Y | -36.8% | -11.8% | -25.0% | -35.6% |
| 3Y | -8.7% | -24.0% | +15.3% | -6.8% |
| 5Y | +4.1% | -60.3% | +64.4% | +25.3% |
| All | +200.2% | +5.0% | +195.1% | +182.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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