+89.7%
SITM vs PTC
+62.1%
+27.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.5% |
| 7D | +17.2% | +0.5% | +16.7% | +16.9% |
| 30D | -17.1% | +0.9% | -18.0% | -17.5% |
| 3M | -29.2% | +30.4% | -59.5% | -45.0% |
| 6M | -47.6% | +34.4% | -82.0% | -62.1% |
| YTD | +33.8% | +12.6% | +21.2% | +14.1% |
| 1Y | +54.1% | +10.2% | +43.9% | +34.7% |
| 3Y | +337.6% | +29.4% | +308.2% | +200.9% |
| 5Y | +89.7% | +63.7% | +26.0% | +3.7% |
| All | +89.7% | +62.1% | +27.6% | +3.7% |
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 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