+33.2%
Q vs PTC
-5.0%
+38.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +6.6% | +0.5% | +6.1% | +6.6% |
| 30D | +2.7% | +0.9% | +1.8% | +2.8% |
| 3M | -8.4% | +30.4% | -38.8% | -6.5% |
| 6M | -17.3% | +34.4% | -51.7% | -10.9% |
| YTD | +55.3% | +12.6% | +42.7% | +85.7% |
| 1Y | +31.5% | +10.2% | +21.3% | +58.7% |
| All | +33.2% | -5.0% | +38.2% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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