+200.2%
PTC vs SNY
+64.5%
+135.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -7.3% | -3.3% | -3.9% | -6.3% |
| 30D | -11.6% | -2.2% | -9.5% | -11.1% |
| 3M | +10.5% | -3.0% | +13.5% | +11.3% |
| 6M | -17.8% | +2.7% | -20.6% | -18.9% |
| YTD | -24.9% | -6.8% | -18.1% | -23.9% |
| 1Y | -36.8% | -5.3% | -31.6% | -36.5% |
| 3Y | -8.7% | -9.8% | +1.1% | -9.4% |
| 5Y | +4.1% | +9.7% | -5.6% | -7.0% |
| All | +200.2% | +64.5% | +135.7% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling