+177.0%
SAP vs PTC
+223.7%
-46.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.0% | +5.2% | +1.7% |
| 7D | -2.9% | -10.3% | +7.4% | +1.6% |
| 30D | +9.0% | +1.1% | +7.9% | +8.3% |
| 3M | +14.9% | +1.6% | +13.3% | +13.6% |
| 6M | +11.9% | -13.5% | +25.4% | +18.2% |
| YTD | -9.9% | -19.1% | +9.1% | -2.0% |
| 1Y | -19.5% | -33.9% | +14.3% | -5.4% |
| 3Y | +61.8% | -3.9% | +65.7% | +59.8% |
| 5Y | +56.2% | +6.0% | +50.1% | +45.3% |
| All | +177.0% | +223.7% | -46.7% | +62.9% |
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