+43,936.3%
SMTC vs PTC
+8,817.5%
+35,118.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.2% | +12.5% | +12.7% |
| 7D | -19.0% | -0.2% | -18.7% | -18.9% |
| 30D | -46.7% | +0.8% | -47.5% | -46.9% |
| 3M | -23.4% | +32.1% | -55.5% | -32.3% |
| 6M | -13.4% | +42.6% | -56.0% | -26.8% |
| YTD | +40.1% | +12.0% | +28.1% | +27.5% |
| 1Y | +47.7% | +12.2% | +35.5% | +34.4% |
| 3Y | +606.9% | +31.2% | +575.7% | +520.0% |
| 5Y | +14.4% | +54.9% | -40.5% | -4.3% |
| 10Y | +322.5% | +343.1% | -20.7% | +155.4% |
| All | +43,936.3% | +8,817.5% | +35,118.8% | +10,108.4% |
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