+11.1%
SMR vs PTC
+19.3%
-8.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -5.5% | +20.8% | +17.6% |
| 7D | +21.4% | -12.8% | +34.2% | +28.1% |
| 30D | +13.8% | -9.8% | +23.6% | +18.3% |
| 3M | +3.9% | -2.1% | +6.0% | +2.6% |
| 6M | -4.2% | -18.1% | +13.9% | +3.7% |
| YTD | -21.1% | -23.5% | +2.4% | -11.6% |
| 1Y | -67.1% | -37.4% | -29.7% | -58.5% |
| 3Y | +88.9% | -7.2% | +96.1% | +99.2% |
| All | +11.1% | +19.3% | -8.2% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling