+54.3%
PTC vs SFM
+105.4%
-51.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.1% | +0.8% |
| 7D | -0.2% | -1.2% | +1.0% | -0.2% |
| 30D | +0.8% | -24.8% | +25.5% | +3.4% |
| 3M | +32.1% | -43.7% | +75.8% | +40.0% |
| 6M | +42.6% | -37.3% | +79.9% | +48.8% |
| YTD | +12.0% | -38.4% | +50.3% | +16.7% |
| 1Y | +12.2% | -36.9% | +49.1% | +16.5% |
| 3Y | +31.2% | +20.7% | +10.6% | +23.6% |
| All | +54.3% | +105.4% | -51.1% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling