+599.5%
XYZ vs PTC
+334.9%
+264.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.5% |
| 7D | +12.1% | -0.2% | +12.4% | +12.4% |
| 30D | +12.4% | +0.8% | +11.6% | +11.8% |
| 3M | +8.2% | +32.1% | -23.9% | -18.6% |
| 6M | +20.7% | +42.6% | -21.9% | -18.3% |
| YTD | +31.3% | +12.0% | +19.4% | +9.6% |
| 1Y | +20.5% | +12.2% | +8.4% | +0.1% |
| 3Y | +72.6% | +31.2% | +41.4% | +19.6% |
| 5Y | -64.0% | +54.9% | -118.9% | -77.6% |
| All | +599.5% | +334.9% | +264.6% | +114.0% |
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