+638.0%
XYZ vs PTC
+326.2%
+311.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.3% |
| 7D | +14.9% | +0.8% | +14.1% | +14.3% |
| 30D | +14.7% | +0.7% | +13.9% | +14.1% |
| 3M | +12.1% | +32.6% | -20.5% | -15.9% |
| 6M | +18.3% | +33.6% | -15.2% | -14.7% |
| YTD | +36.1% | +12.4% | +23.6% | +13.2% |
| 1Y | +35.3% | +11.2% | +24.1% | +13.4% |
| 3Y | +73.5% | +31.7% | +41.8% | +19.8% |
| 5Y | -61.6% | +60.1% | -121.7% | -76.7% |
| 10Y | +638.0% | +317.2% | +320.8% | +125.3% |
| All | +638.0% | +326.2% | +311.8% | +125.3% |
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