+54.3%
PTC vs SM
-11.5%
+65.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | +0.1% |
| 7D | -0.2% | -25.9% | +25.7% | +4.0% |
| 30D | +0.8% | -15.1% | +15.9% | +2.8% |
| 3M | +32.1% | +4.9% | +27.2% | +29.9% |
| 6M | +42.6% | +6.1% | +36.5% | +39.0% |
| YTD | +12.0% | +63.4% | -51.5% | +0.3% |
| 1Y | +12.2% | +72.5% | -60.3% | -0.7% |
| 3Y | +31.2% | -16.9% | +48.1% | +27.0% |
| All | +54.3% | -11.5% | +65.8% | +42.7% |
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