-85.6%
SMR vs PTC
+0.1%
-85.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.0% | -4.5% |
| 7D | -9.5% | +0.1% | -9.6% | -9.5% |
| 30D | -33.2% | +1.5% | -34.7% | -33.2% |
| 3M | -45.9% | +37.8% | -83.7% | -46.8% |
| 6M | -57.9% | +41.2% | -99.1% | -58.1% |
| YTD | -63.8% | +12.0% | -75.8% | -56.1% |
| 1Y | -85.6% | +1.6% | -87.2% | -80.2% |
| All | -85.6% | +0.1% | -85.7% | -80.2% |
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 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