-95.5%
SNDQ vs PTC
-6.6%
-88.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.1% | +8.1% | +8.2% |
| 7D | -20.4% | -14.2% | -6.1% | +8.8% |
| 30D | -54.5% | -14.4% | -40.1% | -39.2% |
| 3M | -79.1% | -4.7% | -74.4% | -80.0% |
| All | -95.5% | -6.6% | -88.9% | -95.8% |
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 · Available span rolling