+51.0%
SN vs PTC
-34.5%
+85.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.0% | -0.8% |
| 7D | -9.3% | -10.3% | +0.9% | -8.9% |
| 30D | -4.8% | +1.1% | -5.9% | -4.5% |
| 3M | +40.4% | +1.6% | +38.8% | +39.3% |
| 6M | +50.9% | -13.5% | +64.4% | +49.7% |
| YTD | +54.9% | -19.1% | +74.0% | +54.2% |
| All | +51.0% | -34.5% | +85.5% | +48.2% |
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