-37.5%
U vs PTC
+53.6%
-91.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.5% | +8.1% | +7.3% |
| 7D | +4.5% | -12.8% | +17.3% | +16.8% |
| 30D | -0.6% | -9.8% | +9.2% | +7.3% |
| 3M | +48.4% | -2.1% | +50.5% | +46.4% |
| 6M | +115.4% | -18.1% | +133.5% | +146.7% |
| YTD | -3.2% | -23.5% | +20.3% | +19.5% |
| 1Y | -6.0% | -37.4% | +31.3% | +38.9% |
| 3Y | +13.5% | -7.2% | +20.7% | +8.6% |
| 5Y | -68.0% | +2.7% | -70.7% | -71.6% |
| All | -37.5% | +53.6% | -91.1% | -62.8% |
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