+448.0%
SNXX vs PTC
-22.1%
+470.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.3% | +6.0% | -2.8% |
| 7D | +27.3% | -13.6% | +40.9% | +0.6% |
| 30D | +89.3% | -14.7% | +103.9% | +46.8% |
| 3M | -29.6% | -5.9% | -23.7% | -12.7% |
| 6M | +324.4% | -21.1% | +345.6% | +287.4% |
| All | +448.0% | -22.1% | +470.0% | +421.2% |
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 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