+169.2%
SITM vs PTC
+1.8%
+167.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | +2.4% |
| 7D | +8.4% | -12.8% | +21.2% | +20.4% |
| 30D | -17.4% | -9.8% | -7.6% | -11.9% |
| 3M | -9.8% | -2.1% | -7.8% | -14.1% |
| 6M | +83.0% | -18.1% | +101.1% | +106.4% |
| YTD | +69.6% | -23.5% | +93.1% | +101.6% |
| 1Y | +144.9% | -37.4% | +182.3% | +255.5% |
| 3Y | +429.9% | -7.2% | +437.1% | +383.6% |
| 5Y | +169.2% | +2.7% | +166.5% | +127.2% |
| All | +169.2% | +1.8% | +167.3% | +127.2% |
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