+63.3%
PTC vs SM
+5.5%
+57.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +0.5% | +9.4% | -8.9% | -0.9% |
| 30D | +1.2% | -14.4% | +15.6% | +3.2% |
| 3M | +27.4% | +1.6% | +25.8% | +26.0% |
| 6M | +39.2% | +6.3% | +32.8% | +35.8% |
| YTD | +12.5% | +78.8% | -66.3% | -0.6% |
| 1Y | +12.3% | +83.1% | -70.9% | -1.4% |
| 3Y | +28.8% | -5.9% | +34.7% | +22.3% |
| All | +63.3% | +5.5% | +57.8% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling