+8.7%
PTC vs SBAC
-43.7%
+52.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.1% | -5.0% | -5.8% |
| 7D | -10.3% | -0.8% | -9.5% | -10.1% |
| 30D | +1.1% | +6.9% | -5.8% | -0.4% |
| 3M | +1.6% | -8.2% | +9.8% | +3.4% |
| 6M | -13.5% | -1.6% | -11.8% | -13.8% |
| YTD | -19.1% | -0.1% | -18.9% | -20.0% |
| 1Y | -33.9% | -0.5% | -33.4% | -34.6% |
| 3Y | -3.9% | -9.1% | +5.2% | -5.3% |
| All | +8.7% | -43.7% | +52.3% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling