+44.4%
SITM vs PTC
+0.1%
+44.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.6% | -9.9% | -9.3% |
| 7D | -19.5% | +0.1% | -19.6% | -19.5% |
| 30D | -43.2% | +1.5% | -44.7% | -43.1% |
| 3M | -30.8% | +37.8% | -68.6% | -28.9% |
| 6M | -28.6% | +41.2% | -69.8% | -22.6% |
| YTD | +14.2% | +12.0% | +2.1% | +8.4% |
| 1Y | +44.4% | +1.6% | +42.7% | +22.9% |
| All | +44.4% | +0.1% | +44.3% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling