-78.0%
SE vs PTC
+60.7%
-138.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.2% |
| 7D | -0.5% | +0.5% | -1.0% | -0.7% |
| 30D | -20.9% | +1.2% | -22.2% | -21.5% |
| 3M | -38.9% | +27.4% | -66.3% | -48.6% |
| 6M | -19.4% | +39.2% | -58.6% | -37.9% |
| YTD | -40.9% | +12.5% | -53.4% | -47.1% |
| 1Y | -46.2% | +12.3% | -58.5% | -51.9% |
| 3Y | +63.7% | +28.8% | +34.9% | +13.7% |
| All | -78.0% | +60.7% | -138.7% | -88.1% |
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