+312.4%
PTC vs SBAC
+110.3%
+202.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.6% |
| 7D | +0.8% | -3.4% | +4.2% | +1.9% |
| 30D | +1.2% | +2.6% | -1.4% | +0.2% |
| 3M | +32.6% | +2.6% | +30.0% | +31.1% |
| 6M | +36.1% | -11.5% | +47.6% | +40.4% |
| YTD | +12.7% | -1.6% | +14.3% | +10.9% |
| 1Y | +10.2% | -5.1% | +15.3% | +9.8% |
| 3Y | +29.4% | -9.3% | +38.8% | +26.9% |
| 5Y | +61.1% | -41.0% | +102.1% | +85.3% |
| All | +312.4% | +110.3% | +202.1% | +225.2% |
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