-33.9%
PTC vs SM
+36.8%
-70.6%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.1% | -3.0% | -5.8% |
| 7D | -10.3% | -0.5% | -9.8% | -10.2% |
| 30D | +1.1% | +25.6% | -24.4% | -0.3% |
| 3M | +1.6% | +8.0% | -6.4% | +1.0% |
| 6M | -13.5% | +50.8% | -64.3% | -16.8% |
| YTD | -19.1% | +97.9% | -116.9% | -24.3% |
| 1Y | -33.9% | +33.8% | -67.7% | -36.5% |
| All | -33.9% | +36.8% | -70.6% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling