+464.6%
PTC vs USFR
+28.5%
+436.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +0.7% | +0.4% | +0.4% | +0.4% |
| 3M | +32.6% | +1.1% | +31.5% | +31.2% |
| 6M | +33.6% | +2.0% | +31.6% | +30.8% |
| YTD | +12.4% | +3.4% | +9.0% | +8.6% |
| 1Y | +11.2% | +4.1% | +7.1% | +6.7% |
| 3Y | +31.7% | +14.3% | +17.3% | +14.6% |
| 5Y | +60.1% | +21.3% | +38.8% | +31.0% |
| 10Y | +317.2% | +28.5% | +288.7% | +222.2% |
| All | +464.6% | +28.5% | +436.1% | +334.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling