+103.0%
PTC vs REPL
+36.8%
+66.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +0.5% | +1.2% | -0.8% | +0.4% |
| 30D | +1.2% | +92.2% | -91.0% | -1.6% |
| 3M | +27.4% | +44.1% | -16.7% | +25.2% |
| 6M | +39.2% | +313.0% | -273.8% | +26.6% |
| YTD | +12.5% | +125.2% | -112.7% | +2.0% |
| 1Y | +12.3% | +143.8% | -131.5% | +1.3% |
| 3Y | +28.8% | +104.2% | -75.4% | -1.9% |
| 5Y | +60.9% | -34.5% | +95.4% | +35.2% |
| All | +103.0% | +36.8% | +66.2% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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