+4,789.7%
SITM vs PTC
+78.5%
+4,711.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +4.2% |
| 7D | +3.9% | -7.3% | +11.1% | +10.4% |
| 30D | -6.6% | -11.6% | +5.0% | +1.6% |
| 3M | -11.9% | +10.5% | -22.3% | -23.4% |
| 6M | +81.1% | -17.8% | +99.0% | +100.6% |
| YTD | +80.0% | -24.9% | +104.9% | +113.6% |
| 1Y | +145.8% | -36.8% | +182.7% | +240.2% |
| 3Y | +475.9% | -8.7% | +484.6% | +458.5% |
| 5Y | +189.2% | +4.1% | +185.1% | +154.8% |
| All | +4,789.7% | +78.5% | +4,711.2% | +2,691.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling