+31.2%
PTC vs MTB
+95.2%
-64.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.5% |
| 7D | -0.2% | -1.3% | +1.1% | +0.1% |
| 30D | +0.8% | +0.5% | +0.2% | +0.6% |
| 3M | +32.1% | -12.4% | +44.5% | +37.0% |
| 6M | +42.6% | +1.5% | +41.1% | +40.8% |
| YTD | +12.0% | +10.3% | +1.7% | +7.0% |
| 1Y | +12.2% | +22.2% | -10.0% | +3.3% |
| 3Y | +31.2% | +96.9% | -65.7% | +8.8% |
| All | +31.2% | +95.2% | -64.0% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling