+4,608.4%
SITM vs PTC
+92.5%
+4,515.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -6.0% | +12.6% | +11.6% |
| 7D | +9.7% | -10.3% | +20.0% | +19.3% |
| 30D | +12.7% | +1.1% | +11.6% | +10.2% |
| 3M | -13.4% | +1.6% | -15.0% | -19.9% |
| 6M | +59.6% | -13.5% | +73.1% | +70.0% |
| YTD | +73.3% | -19.1% | +92.4% | +93.4% |
| 1Y | +165.5% | -33.9% | +199.4% | +255.2% |
| 3Y | +368.7% | -3.9% | +372.6% | +337.7% |
| 5Y | +172.5% | +6.0% | +166.5% | +136.7% |
| All | +4,608.4% | +92.5% | +4,515.9% | +2,427.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling