-73.1%
SMR vs PTC
-33.3%
-39.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.5% | +1.1% |
| 7D | +4.4% | -10.3% | +14.7% | +7.3% |
| 30D | +3.4% | +1.1% | +2.3% | +3.1% |
| 3M | -19.2% | +1.6% | -20.8% | -17.2% |
| 6M | -22.6% | -13.5% | -9.2% | -10.0% |
| YTD | -31.5% | -19.1% | -12.5% | -12.1% |
| 1Y | -73.1% | -33.9% | -39.2% | -54.1% |
| All | -73.1% | -33.3% | -39.8% | -54.1% |
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