+1,671.4%
TER vs PTC
+223.7%
+1,447.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.0% | +11.5% | +8.6% |
| 7D | +0.6% | -10.3% | +10.9% | +6.0% |
| 30D | -8.3% | +1.1% | -9.4% | -9.8% |
| 3M | -12.2% | +1.6% | -13.8% | -16.5% |
| 6M | +17.1% | -13.5% | +30.5% | +20.3% |
| YTD | +84.7% | -19.1% | +103.7% | +95.2% |
| 1Y | +199.9% | -33.9% | +233.8% | +258.6% |
| 3Y | +232.8% | -3.9% | +236.7% | +207.5% |
| 5Y | +198.6% | +6.0% | +192.5% | +157.0% |
| All | +1,671.4% | +223.7% | +1,447.7% | +640.8% |
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