+603.5%
PTC vs SFM
+40.3%
+563.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +39.8% |
| 6M | +42.6% | -37.3% | +79.9% | +48.8% |
| YTD | +12.0% | -38.4% | +50.3% | +16.6% |
| 1Y | +12.2% | -36.9% | +49.1% | +16.4% |
| 3Y | +31.2% | +20.7% | +10.6% | +24.6% |
| 5Y | +54.9% | +103.5% | -48.6% | +36.7% |
| 10Y | +343.1% | +139.7% | +203.4% | +269.8% |
| All | +603.5% | +40.3% | +563.2% | +519.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling