+75.7%
SAP vs PTC
+62.1%
+13.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.5% | +0.5% | -3.0% | -2.7% |
| 30D | +7.5% | +0.9% | +6.6% | +7.1% |
| 3M | +11.6% | +30.4% | -18.7% | -2.5% |
| 6M | +37.6% | +34.4% | +3.2% | +17.7% |
| YTD | -2.0% | +12.6% | -14.5% | -8.9% |
| 1Y | -6.4% | +10.2% | -16.6% | -12.3% |
| 3Y | +67.7% | +29.4% | +38.3% | +39.2% |
| 5Y | +75.7% | +63.7% | +12.0% | +27.5% |
| All | +75.7% | +62.1% | +13.6% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling