+241.3%
SAN vs PTC
+29.3%
+212.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +1.0% | +0.8% | +0.2% | +0.9% |
| 30D | -9.4% | +1.2% | -10.5% | -9.5% |
| 3M | -17.1% | +32.6% | -49.7% | -21.1% |
| 6M | +2.2% | +36.1% | -33.9% | -3.4% |
| YTD | +6.0% | +12.7% | -6.7% | +5.1% |
| 1Y | +12.7% | +10.2% | +2.6% | +12.4% |
| All | +241.3% | +29.3% | +212.0% | +204.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling