+451.3%
SN vs PTC
+29.2%
+422.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +3.5% | +0.5% | +3.0% | +3.4% |
| 30D | +19.4% | +0.9% | +18.5% | +19.2% |
| 3M | +20.9% | +30.4% | -9.5% | +11.9% |
| 6M | +111.1% | +34.4% | +76.7% | +92.1% |
| YTD | +102.8% | +12.6% | +90.2% | +99.8% |
| 1Y | +146.2% | +10.2% | +136.0% | +145.4% |
| All | +451.3% | +29.2% | +422.1% | +356.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling