+203.4%
PTC vs SM
+12.3%
+191.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.6% | -9.1% | -5.9% |
| 7D | -12.8% | -0.2% | -12.6% | -12.8% |
| 30D | -9.8% | +31.5% | -41.3% | -12.6% |
| 3M | -2.1% | +17.3% | -19.4% | -4.3% |
| 6M | -18.1% | +48.5% | -66.6% | -22.4% |
| YTD | -23.5% | +106.3% | -129.8% | -30.4% |
| 1Y | -37.4% | +47.3% | -84.7% | -41.0% |
| 3Y | -7.2% | -1.4% | -5.8% | -10.3% |
| 5Y | +2.7% | +114.0% | -111.4% | -11.0% |
| 10Y | +203.4% | +12.5% | +190.9% | +122.7% |
| All | +203.4% | +12.3% | +191.1% | +122.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling