+12.2%
PTC vs SM
+72.1%
-59.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | +0.2% |
| 7D | -0.2% | -25.9% | +25.7% | +0.6% |
| 30D | +0.8% | -15.1% | +15.9% | +1.1% |
| 3M | +32.1% | +4.9% | +27.2% | +31.0% |
| 6M | +42.6% | +6.1% | +36.5% | +41.2% |
| YTD | +12.0% | +63.4% | -51.5% | +6.2% |
| 1Y | +12.2% | +72.5% | -60.3% | +4.8% |
| All | +12.2% | +72.1% | -59.9% | +4.8% |
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