+198.3%
PTC vs USFR
+28.0%
+170.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -13.6% | +0.1% | -13.6% | -13.6% |
| 30D | -14.7% | +0.3% | -14.9% | -15.0% |
| 3M | -5.9% | +1.0% | -6.9% | -7.1% |
| 6M | -21.1% | +1.9% | -23.1% | -23.2% |
| YTD | -26.0% | +2.7% | -28.7% | -28.6% |
| 1Y | -36.8% | +4.0% | -40.8% | -40.1% |
| 3Y | -10.3% | +14.0% | -24.3% | -24.8% |
| 5Y | +1.2% | +20.4% | -19.2% | -21.6% |
| 10Y | +198.3% | +28.0% | +170.3% | +112.1% |
| All | +198.3% | +28.0% | +170.3% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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