+1,228.1%
PTC vs SM
+1,302.7%
-74.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | +0.1% |
| 7D | -0.2% | -25.9% | +25.7% | +4.4% |
| 30D | +0.8% | -15.1% | +15.9% | +3.0% |
| 3M | +32.1% | +4.9% | +27.2% | +30.0% |
| 6M | +42.6% | +6.1% | +36.5% | +39.2% |
| YTD | +12.0% | +63.4% | -51.5% | +0.8% |
| 1Y | +12.2% | +72.5% | -60.3% | -0.1% |
| 3Y | +31.2% | -16.9% | +48.1% | +27.9% |
| 5Y | +54.9% | -10.6% | +65.5% | +42.7% |
| 10Y | +343.1% | +11.3% | +331.8% | +172.7% |
| All | +1,228.1% | +1,302.7% | -74.5% | +309.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling