+316.7%
PTC vs SM
+4.2%
+312.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.2% |
| 7D | +1.3% | -19.5% | +20.8% | +3.6% |
| 30D | +1.1% | -20.2% | +21.3% | +3.4% |
| 3M | +30.1% | -6.5% | +36.7% | +30.4% |
| 6M | +34.0% | +1.6% | +32.5% | +32.4% |
| YTD | +12.8% | +61.2% | -48.4% | +5.0% |
| 1Y | +10.7% | +65.4% | -54.6% | +2.7% |
| 3Y | +29.6% | -13.0% | +42.7% | +26.8% |
| 5Y | +63.5% | -4.3% | +67.8% | +54.2% |
| 10Y | +316.7% | +3.0% | +313.7% | +203.2% |
| All | +316.7% | +4.2% | +312.5% | +203.2% |
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