+316.7%
PTC vs SBAC
+103.9%
+212.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.2% |
| 7D | +1.3% | +3.6% | -2.4% | +0.1% |
| 30D | +1.1% | +4.9% | -3.8% | -0.6% |
| 3M | +30.1% | +6.5% | +23.7% | +27.2% |
| 6M | +34.0% | -11.1% | +45.1% | +38.1% |
| YTD | +12.8% | +0.9% | +11.9% | +10.2% |
| 1Y | +10.7% | -1.6% | +12.3% | +9.1% |
| 3Y | +29.6% | -7.0% | +36.6% | +26.1% |
| 5Y | +63.5% | -39.2% | +102.8% | +86.4% |
| 10Y | +316.7% | +111.4% | +205.3% | +237.2% |
| All | +316.7% | +103.9% | +212.8% | +237.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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