+12.3%
PTC vs SBAC
-2.9%
+15.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | +0.5% | +0.6% | -0.1% | +0.4% |
| 30D | +1.2% | +5.5% | -4.3% | +0.3% |
| 3M | +27.4% | +3.1% | +24.3% | +25.7% |
| 6M | +39.2% | -7.0% | +46.2% | +37.6% |
| YTD | +12.5% | +0.5% | +12.0% | +11.3% |
| 1Y | +12.3% | +0.2% | +12.0% | +11.3% |
| All | +12.3% | -2.9% | +15.2% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling