+860.1%
PTC vs SM
+1,608.3%
-748.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.5% | -3.5% | -5.6% |
| 7D | -10.3% | +0.1% | -10.4% | -10.3% |
| 30D | +1.1% | +26.3% | -25.2% | -2.8% |
| 3M | +1.6% | +8.7% | -7.1% | -0.4% |
| 6M | -13.5% | +51.7% | -65.1% | -20.2% |
| YTD | -19.1% | +99.0% | -118.1% | -28.9% |
| 1Y | -33.9% | +34.6% | -68.5% | -38.4% |
| 3Y | -3.9% | -7.8% | +3.8% | -7.5% |
| 5Y | +6.0% | +104.8% | -98.7% | -14.5% |
| 10Y | +223.7% | +7.2% | +216.5% | +102.8% |
| All | +860.1% | +1,608.3% | -748.2% | +188.8% |
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 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