+65.3%
T vs PTC
+204.7%
-139.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +0.4% |
| 7D | -1.5% | -12.8% | +11.3% | +0.1% |
| 30D | +7.6% | -9.8% | +17.4% | +8.9% |
| 3M | +15.3% | -2.1% | +17.4% | +15.2% |
| 6M | -8.5% | -18.1% | +9.6% | -6.6% |
| YTD | +6.8% | -23.5% | +30.3% | +9.7% |
| 1Y | -7.2% | -37.4% | +30.1% | -2.2% |
| 3Y | +108.2% | -7.2% | +115.5% | +104.0% |
| 5Y | +66.1% | +2.7% | +63.4% | +57.5% |
| 10Y | +65.3% | +203.4% | -138.1% | +21.5% |
| All | +65.3% | +204.7% | -139.4% | +21.5% |
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