+408.5%
PTC vs SFM
+132.6%
+276.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.9% | -8.9% | -6.4% |
| 7D | -10.3% | -0.1% | -10.2% | -10.3% |
| 30D | +1.1% | -4.4% | +5.5% | +1.5% |
| 3M | +1.6% | +1.5% | +0.1% | +1.1% |
| 6M | -13.5% | +6.5% | -19.9% | -14.6% |
| YTD | -19.1% | +2.2% | -21.2% | -19.9% |
| 1Y | -33.9% | -41.9% | +8.0% | -30.6% |
| 3Y | -3.9% | +106.8% | -110.7% | -13.6% |
| 5Y | +6.0% | +231.6% | -225.5% | -10.9% |
| 10Y | +223.7% | +258.4% | -34.7% | +159.3% |
| All | +408.5% | +132.6% | +276.0% | +325.4% |
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