+49,585.3%
SMTC vs PTC
+8,854.1%
+40,731.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.4% | +12.4% | +12.7% |
| 7D | -4.8% | +0.8% | -5.6% | -5.1% |
| 30D | -37.8% | +0.7% | -38.6% | -37.9% |
| 3M | -16.5% | +32.6% | -49.1% | -26.2% |
| 6M | -4.4% | +33.6% | -38.0% | -17.4% |
| YTD | +58.0% | +12.4% | +45.6% | +43.7% |
| 1Y | +62.0% | +11.2% | +50.8% | +47.8% |
| 3Y | +745.7% | +31.7% | +714.0% | +640.9% |
| 5Y | +29.0% | +60.1% | -31.0% | +6.9% |
| 10Y | +351.4% | +317.2% | +34.2% | +177.6% |
| All | +49,585.3% | +8,854.1% | +40,731.3% | +11,404.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling