+8,854.1%
PTC vs MTB
+7,695.2%
+1,158.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.5% |
| 7D | +0.8% | -0.8% | +1.6% | +1.1% |
| 30D | +0.7% | +2.4% | -1.7% | -0.3% |
| 3M | +32.6% | -10.5% | +43.1% | +38.1% |
| 6M | +33.6% | +6.4% | +27.2% | +29.3% |
| YTD | +12.4% | +12.8% | -0.4% | +5.8% |
| 1Y | +11.2% | +23.3% | -12.1% | +1.0% |
| 3Y | +31.7% | +108.2% | -76.6% | -5.3% |
| 5Y | +60.1% | +68.6% | -8.5% | +20.4% |
| 10Y | +317.2% | +125.3% | +191.9% | +150.7% |
| All | +8,854.1% | +7,695.2% | +1,158.8% | +1,011.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling