+214.8%
SAP vs PTC
+334.9%
-120.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.4% | -4.2% |
| 7D | -0.7% | -0.2% | -0.4% | -0.6% |
| 30D | +11.1% | +0.8% | +10.3% | +10.8% |
| 3M | +17.0% | +32.1% | -15.1% | +2.1% |
| 6M | +34.8% | +42.6% | -7.8% | +13.4% |
| YTD | -2.2% | +12.0% | -14.2% | -9.0% |
| 1Y | -6.4% | +12.2% | -18.6% | -13.1% |
| 3Y | +75.1% | +31.2% | +43.9% | +49.0% |
| 5Y | +69.8% | +54.9% | +14.9% | +32.8% |
| All | +214.8% | +334.9% | -120.1% | +70.3% |
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 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