+198.3%
PTC vs MTB
+172.8%
+25.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -13.6% | +1.1% | -14.6% | -13.9% |
| 30D | -14.7% | -4.6% | -10.0% | -13.5% |
| 3M | -5.9% | +6.3% | -12.2% | -7.9% |
| 6M | -21.1% | +15.6% | -36.7% | -25.1% |
| YTD | -26.0% | +20.6% | -46.6% | -30.8% |
| 1Y | -36.8% | +22.5% | -59.4% | -41.3% |
| 3Y | -10.3% | +114.4% | -124.7% | -31.3% |
| 5Y | +1.2% | +101.9% | -100.7% | -23.1% |
| 10Y | +198.3% | +170.4% | +27.9% | +90.1% |
| All | +198.3% | +172.8% | +25.4% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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