-37.4%
PTC vs SM
+46.7%
-84.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.6% | -9.1% | -5.7% |
| 7D | -12.8% | -0.2% | -12.6% | -12.8% |
| 30D | -9.8% | +31.5% | -41.3% | -11.4% |
| 3M | -2.1% | +17.3% | -19.4% | -3.3% |
| 6M | -18.1% | +48.5% | -66.6% | -21.1% |
| YTD | -23.5% | +106.3% | -129.8% | -28.9% |
| 1Y | -37.4% | +47.3% | -84.7% | -40.1% |
| All | -37.4% | +46.7% | -84.1% | -40.1% |
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