+103.6%
PTC vs REPL
+45.5%
+58.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.2% | +0.2% |
| 7D | +1.3% | +12.7% | -11.5% | +0.8% |
| 30D | +1.1% | +73.5% | -72.4% | -1.3% |
| 3M | +30.1% | +70.3% | -40.2% | +27.0% |
| 6M | +34.0% | +472.0% | -438.0% | +19.7% |
| YTD | +12.8% | +139.5% | -126.7% | +2.1% |
| 1Y | +10.7% | +167.3% | -156.5% | -0.5% |
| 3Y | +29.6% | +109.5% | -79.9% | -1.1% |
| 5Y | +63.5% | -29.9% | +93.5% | +37.0% |
| All | +103.6% | +45.5% | +58.1% | +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