+138.6%
SITM vs PTC
-39.6%
+178.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -1.7% |
| 7D | +3.7% | -13.6% | +17.3% | +2.8% |
| 30D | -14.5% | -14.7% | +0.1% | -15.2% |
| 3M | -10.6% | -5.9% | -4.7% | -7.0% |
| 6M | +65.5% | -21.1% | +86.7% | +71.1% |
| YTD | +67.0% | -26.0% | +93.0% | +67.6% |
| 1Y | +138.6% | -36.8% | +175.4% | +172.6% |
| All | +138.6% | -39.6% | +178.2% | +172.6% |
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