+2.7%
PTC vs MTB
+102.5%
-99.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.3% |
| 7D | -12.8% | +2.8% | -15.6% | -13.5% |
| 30D | -9.8% | -4.2% | -5.6% | -8.7% |
| 3M | -2.1% | +7.8% | -9.9% | -4.5% |
| 6M | -18.1% | +14.8% | -32.9% | -21.9% |
| YTD | -23.5% | +20.8% | -44.3% | -28.3% |
| 1Y | -37.4% | +23.1% | -60.5% | -41.7% |
| 3Y | -7.2% | +114.8% | -122.1% | -27.5% |
| 5Y | +2.7% | +103.3% | -100.6% | -18.5% |
| All | +2.7% | +102.5% | -99.8% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling