-27.6%
PTC vs SARO
-21.9%
-5.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.1% |
| 7D | -13.6% | +0.6% | -14.2% | -13.6% |
| 30D | -14.7% | -14.5% | -0.1% | -12.5% |
| 3M | -5.9% | -5.3% | -0.6% | -5.8% |
| 6M | -21.1% | -15.3% | -5.8% | -19.4% |
| YTD | -26.0% | -15.6% | -10.5% | -24.5% |
| 1Y | -36.8% | -9.1% | -27.7% | -37.1% |
| All | -27.6% | -21.9% | -5.7% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling