+203.4%
PTC vs SBAC
+76.8%
+126.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.4% |
| 7D | -12.8% | -0.1% | -12.7% | -12.8% |
| 30D | -9.8% | +3.2% | -13.0% | -10.7% |
| 3M | -2.1% | -5.1% | +3.0% | -0.7% |
| 6M | -18.1% | -2.1% | -16.0% | -18.6% |
| YTD | -23.5% | -0.5% | -23.0% | -24.7% |
| 1Y | -37.4% | +1.1% | -38.5% | -38.7% |
| 3Y | -7.2% | -7.4% | +0.2% | -9.6% |
| 5Y | +2.7% | -44.3% | +47.0% | +21.1% |
| 10Y | +203.4% | +77.6% | +125.9% | +153.2% |
| All | +203.4% | +76.8% | +126.6% | +153.2% |
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