+599.6%
XYZ vs PTC
+224.0%
+375.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | +4.2% |
| 7D | -1.0% | -10.3% | +9.3% | +7.9% |
| 30D | -1.7% | +1.1% | -2.9% | -3.7% |
| 3M | +16.7% | +1.6% | +15.1% | +11.1% |
| 6M | +26.9% | -13.5% | +40.3% | +37.3% |
| YTD | +27.1% | -19.1% | +46.2% | +45.5% |
| 1Y | +9.3% | -33.9% | +43.1% | +48.2% |
| 3Y | +42.3% | -3.9% | +46.2% | +34.2% |
| 5Y | -69.3% | +6.0% | -75.4% | -72.6% |
| All | +599.6% | +224.0% | +375.5% | +209.8% |
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