+203.4%
PTC vs SFM
+293.3%
-89.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.5% | +1.0% | -4.8% |
| 7D | -12.8% | -5.8% | -7.0% | -12.2% |
| 30D | -9.8% | -11.4% | +1.6% | -8.7% |
| 3M | -2.1% | -12.2% | +10.1% | -0.9% |
| 6M | -18.1% | -5.2% | -12.9% | -18.1% |
| YTD | -23.5% | -4.5% | -19.0% | -23.7% |
| 1Y | -37.4% | -45.4% | +8.0% | -33.8% |
| 3Y | -7.2% | +91.1% | -98.3% | -15.5% |
| 5Y | +2.7% | +226.8% | -224.1% | -13.0% |
| 10Y | +203.4% | +291.9% | -88.5% | +143.5% |
| All | +203.4% | +293.3% | -89.9% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SFM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling