+306.5%
PTC vs USFR
+27.5%
+279.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.1% | -6.1% |
| 7D | -10.3% | +0.1% | -10.3% | -10.3% |
| 30D | +1.1% | +0.3% | +0.8% | +0.8% |
| 3M | +1.6% | +1.0% | +0.6% | +0.6% |
| 6M | -13.5% | +1.9% | -15.4% | -15.2% |
| YTD | -19.1% | +2.6% | -21.7% | -21.2% |
| 1Y | -33.9% | +4.0% | -37.9% | -36.5% |
| 3Y | -3.9% | +14.1% | -18.0% | -16.2% |
| 5Y | +6.0% | +20.4% | -14.4% | -12.6% |
| 10Y | +223.7% | +28.0% | +195.7% | +151.0% |
| All | +306.5% | +27.5% | +279.0% | +215.6% |
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