+466.6%
PTC vs USFR
+28.6%
+438.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +1.1% | +0.4% | +0.7% | +0.7% |
| 3M | +30.1% | +1.1% | +29.1% | +28.7% |
| 6M | +34.0% | +2.1% | +32.0% | +31.2% |
| YTD | +12.8% | +3.4% | +9.4% | +8.9% |
| 1Y | +10.7% | +4.1% | +6.7% | +6.2% |
| 3Y | +29.6% | +14.4% | +15.2% | +12.8% |
| 5Y | +63.5% | +21.4% | +42.2% | +33.7% |
| 10Y | +316.7% | +28.5% | +288.2% | +221.7% |
| All | +466.6% | +28.6% | +438.0% | +336.2% |
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