+239.8%
RF vs PTC
+315.4%
-75.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +0.3% | +1.3% | -0.9% | -0.1% |
| 30D | +6.2% | +1.1% | +5.1% | +5.8% |
| 3M | -7.8% | +30.1% | -38.0% | -17.7% |
| 6M | +5.9% | +34.0% | -28.1% | -7.5% |
| YTD | +9.0% | +12.8% | -3.8% | +1.1% |
| 1Y | +19.3% | +10.7% | +8.5% | +11.4% |
| 3Y | +116.4% | +29.6% | +86.8% | +85.8% |
| 5Y | +46.0% | +63.5% | -17.5% | +12.0% |
| 10Y | +239.8% | +316.7% | -76.9% | +71.8% |
| All | +239.8% | +315.4% | -75.6% | +71.8% |
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