+54.1%
T vs PTC
+326.2%
-272.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +1.7% | +0.8% | +0.9% | +1.6% |
| 30D | -1.7% | +0.7% | -2.4% | -1.8% |
| 3M | -7.3% | +32.6% | -39.9% | -10.8% |
| 6M | -11.2% | +33.6% | -44.8% | -14.8% |
| YTD | -8.1% | +12.4% | -20.5% | -10.1% |
| 1Y | -8.0% | +11.2% | -19.2% | -9.9% |
| 3Y | +62.1% | +31.7% | +30.5% | +52.2% |
| 5Y | +55.7% | +60.1% | -4.4% | +39.4% |
| 10Y | +54.1% | +317.2% | -263.1% | +15.4% |
| All | +54.1% | +326.2% | -272.1% | +15.4% |
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