+311.9%
PTC vs SM
+18.0%
+293.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +0.5% | +9.4% | -8.9% | -0.6% |
| 30D | +1.2% | -14.4% | +15.6% | +2.7% |
| 3M | +27.4% | +1.6% | +25.8% | +26.4% |
| 6M | +39.2% | +6.3% | +32.8% | +36.8% |
| YTD | +12.5% | +78.8% | -66.3% | +3.5% |
| 1Y | +12.3% | +83.1% | -70.9% | +2.9% |
| 3Y | +28.8% | -5.9% | +34.7% | +24.9% |
| 5Y | +60.9% | +4.8% | +56.1% | +50.1% |
| All | +311.9% | +18.0% | +293.8% | +196.0% |
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