+259.6%
SAN vs PTC
+326.2%
-66.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.7% | +6.0% |
| 7D | +8.7% | +0.8% | +7.9% | +8.5% |
| 30D | -6.5% | +0.7% | -7.2% | -6.7% |
| 3M | -14.2% | +32.6% | -46.8% | -22.7% |
| 6M | +2.7% | +33.6% | -30.8% | -8.6% |
| YTD | +8.9% | +12.4% | -3.6% | +2.1% |
| 1Y | +23.4% | +11.2% | +12.2% | +16.2% |
| 3Y | +257.9% | +31.7% | +226.3% | +208.1% |
| 5Y | +297.8% | +60.1% | +237.7% | +212.7% |
| 10Y | +259.6% | +317.2% | -57.6% | +87.1% |
| All | +259.6% | +326.2% | -66.6% | +87.1% |
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