-26.6%
U vs PTC
+126.3%
-152.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +2.8% | +0.8% | +2.0% | +2.2% |
| 30D | +7.6% | +1.2% | +6.4% | +6.7% |
| 3M | +12.7% | +32.6% | -19.9% | -14.6% |
| 6M | +87.0% | +36.1% | +50.9% | +35.5% |
| YTD | +13.6% | +12.7% | +1.0% | -1.8% |
| 1Y | +25.3% | +10.2% | +15.1% | +10.3% |
| 3Y | +85.8% | +29.4% | +56.3% | +31.8% |
| 5Y | -74.5% | +61.1% | -135.6% | -84.6% |
| All | -26.6% | +126.3% | -152.8% | -69.4% |
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