+1,652.4%
SAN vs PTC
+8,817.5%
-7,165.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.5% | -2.3% |
| 7D | +4.9% | -0.2% | +5.2% | +5.0% |
| 30D | -13.0% | +0.8% | -13.7% | -13.1% |
| 3M | -18.9% | +32.1% | -51.0% | -24.3% |
| 6M | -4.1% | +42.6% | -46.8% | -12.6% |
| YTD | +2.6% | +12.0% | -9.4% | -2.0% |
| 1Y | +16.9% | +12.2% | +4.8% | +11.7% |
| 3Y | +239.1% | +31.2% | +207.8% | +210.2% |
| 5Y | +266.8% | +54.9% | +211.9% | +221.8% |
| 10Y | +246.0% | +343.1% | -97.1% | +139.5% |
| All | +1,652.4% | +8,817.5% | -7,165.1% | +574.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling