+211.2%
RF vs PTC
+312.8%
-101.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -1.3% | +0.5% | -1.8% | -1.5% |
| 30D | +4.6% | +0.9% | +3.7% | +4.3% |
| 3M | -8.4% | +30.4% | -38.8% | -18.3% |
| 6M | +8.9% | +34.4% | -25.6% | -5.0% |
| YTD | +8.8% | +12.6% | -3.8% | +1.0% |
| 1Y | +18.9% | +10.2% | +8.7% | +11.3% |
| 3Y | +116.0% | +29.4% | +86.6% | +85.6% |
| 5Y | +46.0% | +63.7% | -17.7% | +11.9% |
| All | +211.2% | +312.8% | -101.5% | +58.9% |
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