-3.5%
PTC vs SM
-7.7%
+4.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.5% | -3.5% | -5.7% |
| 7D | -10.3% | +0.1% | -10.4% | -10.3% |
| 30D | +1.1% | +26.3% | -25.2% | -2.2% |
| 3M | +1.6% | +8.7% | -7.1% | -0.1% |
| 6M | -13.5% | +51.7% | -65.1% | -19.9% |
| YTD | -19.1% | +99.0% | -118.1% | -28.8% |
| 1Y | -33.9% | +34.6% | -68.5% | -37.9% |
| All | -3.5% | -7.7% | +4.2% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling