+425.4%
SN vs PTC
+33.0%
+392.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +3.8% | -0.1% | +3.9% | +3.9% |
| 30D | +17.5% | +0.8% | +16.7% | +17.3% |
| 3M | +19.2% | +39.6% | -20.3% | +7.5% |
| 6M | +84.9% | +41.5% | +43.5% | +63.9% |
| YTD | +94.0% | +11.7% | +82.3% | +90.9% |
| 1Y | +151.3% | +2.4% | +148.9% | +157.2% |
| 3Y | +387.1% | +31.9% | +355.1% | +314.3% |
| All | +425.4% | +33.0% | +392.4% | +339.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling