+398.8%
SN vs PTC
+32.2%
+366.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.4% | +2.6% |
| 7D | +7.2% | -0.2% | +7.4% | +7.3% |
| 30D | +20.4% | +0.8% | +19.6% | +20.2% |
| 3M | +23.9% | +32.1% | -8.2% | +14.1% |
| 6M | +93.0% | +42.6% | +50.4% | +70.6% |
| YTD | +99.2% | +12.0% | +87.3% | +96.6% |
| 1Y | +142.6% | +12.2% | +130.4% | +139.1% |
| 3Y | +398.8% | +31.2% | +367.6% | +311.9% |
| All | +398.8% | +32.2% | +366.6% | +311.9% |
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