+142.2%
SN vs PTC
+10.5%
+131.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.9% |
| 7D | +7.6% | +0.8% | +6.8% | +7.6% |
| 30D | +24.1% | +0.7% | +23.3% | +24.0% |
| 3M | +23.7% | +32.6% | -8.9% | +22.3% |
| 6M | +105.5% | +33.6% | +72.0% | +101.4% |
| YTD | +105.1% | +12.4% | +92.7% | +113.8% |
| All | +142.2% | +10.5% | +131.6% | +155.4% |
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 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