+2,233.8%
SAP vs PTC
+275.3%
+1,958.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.0% | +5.2% | +0.7% |
| 7D | -2.9% | -10.3% | +7.4% | -0.1% |
| 30D | +9.0% | +1.1% | +7.9% | +8.6% |
| 3M | +14.9% | +1.6% | +13.3% | +14.3% |
| 6M | +11.9% | -13.5% | +25.4% | +16.1% |
| YTD | -9.9% | -19.1% | +9.1% | -4.7% |
| 1Y | -19.5% | -33.9% | +14.3% | -10.5% |
| 3Y | +61.8% | -3.9% | +65.7% | +61.9% |
| 5Y | +56.2% | +6.0% | +50.1% | +51.4% |
| 10Y | +180.6% | +223.7% | -43.1% | +100.2% |
| All | +2,233.8% | +275.3% | +1,958.5% | +1,093.2% |
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