+198.3%
PTC vs TRU
+146.7%
+51.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.9% |
| 7D | -13.6% | -6.5% | -7.1% | -10.9% |
| 30D | -14.7% | -2.5% | -12.2% | -13.6% |
| 3M | -5.9% | +10.4% | -16.3% | -10.0% |
| 6M | -21.1% | +1.6% | -22.8% | -22.2% |
| YTD | -26.0% | -9.7% | -16.3% | -23.8% |
| 1Y | -36.8% | -17.3% | -19.6% | -32.9% |
| 3Y | -10.3% | -1.8% | -8.4% | -17.2% |
| 5Y | +1.2% | -36.2% | +37.4% | +15.4% |
| 10Y | +198.3% | +143.2% | +55.1% | +78.9% |
| All | +198.3% | +146.7% | +51.6% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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