-27.6%
PTC vs SARO
-23.7%
-3.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | +0.2% |
| 7D | -14.2% | -4.0% | -10.2% | -13.7% |
| 30D | -14.4% | -16.1% | +1.7% | -12.0% |
| 3M | -4.7% | -4.5% | -0.2% | -5.0% |
| 6M | -19.3% | -17.0% | -2.3% | -17.3% |
| YTD | -26.1% | -17.5% | -8.6% | -24.3% |
| 1Y | -37.1% | -12.3% | -24.8% | -36.9% |
| All | -27.6% | -23.7% | -3.9% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 5y: compounded portfolio wealth divided by compounded SARO 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…
5y analysis · Full analysis span regression · 6 months rolling