+3,310.4%
V vs PTC
+1,217.2%
+2,093.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +2.2% | -0.2% | +2.4% | +2.3% |
| 30D | +13.6% | +0.8% | +12.8% | +13.3% |
| 3M | +14.3% | +32.1% | -17.8% | +0.6% |
| 6M | +33.1% | +42.6% | -9.5% | +12.6% |
| YTD | +21.2% | +12.0% | +9.3% | +11.9% |
| 1Y | +26.4% | +12.2% | +14.3% | +16.5% |
| 3Y | +77.6% | +31.2% | +46.4% | +49.7% |
| 5Y | +102.6% | +54.9% | +47.7% | +56.3% |
| 10Y | +464.4% | +343.1% | +121.3% | +164.1% |
| All | +3,310.4% | +1,217.2% | +2,093.2% | +772.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling