-81.6%
SMR vs PTC
+10.9%
-92.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.4% | -4.0% |
| 7D | -2.8% | +1.3% | -4.1% | -2.8% |
| 30D | -27.5% | +1.1% | -28.6% | -27.5% |
| 3M | -43.1% | +30.1% | -73.3% | -42.8% |
| 6M | -58.4% | +34.0% | -92.4% | -56.2% |
| YTD | -63.2% | +12.8% | -76.0% | -55.4% |
| 1Y | -81.6% | +10.7% | -92.4% | -76.9% |
| All | -81.6% | +10.9% | -92.6% | -76.9% |
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