+251.0%
SPOT vs PTC
+67.1%
+183.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | +0.5% |
| 7D | -6.5% | -13.6% | +7.1% | +0.1% |
| 30D | +2.2% | -14.7% | +16.8% | +9.6% |
| 3M | +5.4% | -5.9% | +11.3% | +6.8% |
| 6M | -4.0% | -21.1% | +17.1% | +5.5% |
| YTD | -9.9% | -26.0% | +16.1% | +1.9% |
| 1Y | -27.3% | -36.8% | +9.6% | -11.5% |
| 3Y | +236.4% | -10.3% | +246.7% | +226.9% |
| 5Y | +112.6% | +1.2% | +111.4% | +92.5% |
| All | +251.0% | +67.1% | +183.9% | +160.1% |
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