+139.0%
SN vs PTC
+10.9%
+128.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.3% |
| 7D | +7.6% | +1.3% | +6.3% | +7.5% |
| 30D | +22.4% | +1.1% | +21.4% | +22.4% |
| 3M | +21.7% | +30.1% | -8.5% | +20.4% |
| 6M | +102.8% | +34.0% | +68.8% | +98.7% |
| YTD | +102.4% | +12.8% | +89.6% | +111.0% |
| 1Y | +139.0% | +10.7% | +128.2% | +152.0% |
| All | +139.0% | +10.9% | +128.1% | +152.0% |
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