+835.7%
PTC vs MKTX
+1,445.1%
-609.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.2% | -3.3% |
| 7D | -13.6% | +0.3% | -13.8% | -13.6% |
| 30D | -14.7% | +1.0% | -15.6% | -14.9% |
| 3M | -5.9% | +40.8% | -46.7% | -15.4% |
| 6M | -21.1% | -10.9% | -10.2% | -19.6% |
| YTD | -26.0% | -8.6% | -17.4% | -25.2% |
| 1Y | -36.8% | -11.6% | -25.3% | -35.8% |
| 3Y | -10.3% | -24.5% | +14.3% | -7.9% |
| 5Y | +1.2% | -60.7% | +61.9% | +22.4% |
| 10Y | +198.3% | +5.1% | +193.1% | +160.3% |
| All | +835.7% | +1,445.1% | -609.4% | +215.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling