+1,001.8%
TER vs PTC
+326.2%
+675.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.4% | +12.3% | +12.5% |
| 7D | -5.8% | +0.8% | -6.6% | -6.1% |
| 30D | -38.9% | +0.7% | -39.6% | -39.1% |
| 3M | -35.1% | +32.6% | -67.7% | -45.7% |
| 6M | -31.6% | +33.6% | -65.1% | -44.9% |
| YTD | +27.2% | +12.4% | +14.8% | +10.9% |
| 1Y | +35.2% | +11.2% | +24.0% | +18.7% |
| 3Y | +192.8% | +31.7% | +161.1% | +125.0% |
| 5Y | +72.4% | +60.1% | +12.4% | +17.2% |
| 10Y | +1,001.8% | +317.2% | +684.7% | +301.6% |
| All | +1,001.8% | +326.2% | +675.7% | +301.6% |
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