-48.1%
SMR vs PTC
+76.0%
-124.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.4% | -4.2% |
| 7D | -2.8% | +1.3% | -4.1% | -3.2% |
| 30D | -27.5% | +1.1% | -28.6% | -27.7% |
| 3M | -43.1% | +30.1% | -73.3% | -49.0% |
| 6M | -58.4% | +34.0% | -92.4% | -63.6% |
| YTD | -63.2% | +12.8% | -76.0% | -64.8% |
| 1Y | -81.6% | +10.7% | -92.4% | -82.2% |
| 3Y | +149.8% | +29.6% | +120.1% | +127.8% |
| All | -48.1% | +76.0% | -124.1% | -54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling