+316.9%
PTC vs SFM
+140.8%
+176.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.6% |
| 7D | +0.5% | -7.1% | +7.6% | +1.2% |
| 30D | +0.9% | -21.4% | +22.3% | +3.0% |
| 3M | +30.4% | -40.1% | +70.5% | +36.9% |
| 6M | +34.4% | -38.0% | +72.4% | +40.3% |
| YTD | +12.6% | -36.5% | +49.1% | +16.8% |
| 1Y | +10.2% | -35.2% | +45.4% | +14.0% |
| 3Y | +29.4% | +23.5% | +5.9% | +22.8% |
| 5Y | +63.7% | +109.7% | -46.0% | +44.6% |
| 10Y | +316.9% | +132.6% | +184.3% | +251.2% |
| All | +316.9% | +140.8% | +176.1% | +251.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling