+102.9%
PTC vs REPL
+39.1%
+63.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | +0.3% |
| 7D | +0.8% | +14.2% | -13.4% | +0.3% |
| 30D | +0.7% | +65.9% | -65.1% | -1.5% |
| 3M | +32.6% | +84.6% | -52.0% | +29.0% |
| 6M | +33.6% | +446.9% | -413.4% | +19.5% |
| YTD | +12.4% | +129.0% | -116.6% | +1.9% |
| 1Y | +11.2% | +167.9% | -156.6% | -0.2% |
| 3Y | +31.7% | +93.9% | -62.2% | +1.1% |
| 5Y | +60.1% | -33.0% | +93.0% | +34.3% |
| All | +102.9% | +39.1% | +63.8% | +36.0% |
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