+348.2%
SAN vs PTC
+223.7%
+124.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.2% | +1.1% |
| 7D | +1.8% | -10.3% | +12.0% | +5.3% |
| 30D | +2.0% | +1.1% | +0.8% | +1.2% |
| 3M | +19.7% | +1.6% | +18.1% | +17.6% |
| 6M | +30.6% | -13.5% | +44.1% | +35.0% |
| YTD | +28.8% | -19.1% | +47.9% | +35.8% |
| 1Y | +57.8% | -33.9% | +91.6% | +78.0% |
| 3Y | +338.1% | -3.9% | +342.0% | +321.1% |
| 5Y | +384.2% | +6.0% | +378.2% | +339.3% |
| All | +348.2% | +223.7% | +124.6% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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