+589.4%
SE vs PTC
+133.3%
+456.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.0% | +5.1% | +3.0% |
| 7D | -6.1% | -10.3% | +4.2% | +0.5% |
| 30D | -2.5% | +1.1% | -3.6% | -4.2% |
| 3M | +21.7% | +1.6% | +20.1% | +17.1% |
| 6M | +27.0% | -13.5% | +40.5% | +35.1% |
| YTD | -12.1% | -19.1% | +6.9% | -3.1% |
| 1Y | -40.9% | -33.9% | -7.0% | -25.5% |
| 3Y | +191.0% | -3.9% | +194.9% | +167.3% |
| 5Y | -68.3% | +6.0% | -74.3% | -72.5% |
| All | +589.4% | +133.3% | +456.1% | +236.7% |
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