+455.3%
SN vs PTC
+33.8%
+421.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | +7.6% | +0.8% | +6.8% | +7.4% |
| 30D | +24.1% | +0.7% | +23.3% | +23.9% |
| 3M | +23.7% | +32.6% | -8.9% | +13.8% |
| 6M | +105.5% | +33.6% | +72.0% | +87.4% |
| YTD | +105.1% | +12.4% | +92.7% | +101.5% |
| 1Y | +148.3% | +11.2% | +137.1% | +145.2% |
| 3Y | +438.7% | +31.7% | +407.0% | +358.6% |
| All | +455.3% | +33.8% | +421.5% | +363.7% |
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