+54.5%
PTC vs SUI
-25.7%
+80.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -0.1% | +8.8% | -8.9% | -3.2% |
| 30D | +0.8% | +8.9% | -8.1% | -2.6% |
| 3M | +39.6% | +2.0% | +37.5% | +38.1% |
| 6M | +41.5% | -0.6% | +42.1% | +41.2% |
| YTD | +11.7% | +1.3% | +10.4% | +10.3% |
| 1Y | +2.4% | +1.3% | +1.2% | +1.2% |
| 3Y | +31.9% | +16.3% | +15.6% | +20.7% |
| 5Y | +54.5% | -25.1% | +79.6% | +79.3% |
| All | +54.5% | -25.7% | +80.2% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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