+175.2%
SO vs PTC
+334.9%
-159.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -1.5% | -0.2% | -1.2% | -1.4% |
| 30D | +8.1% | +0.8% | +7.3% | +8.0% |
| 3M | +0.2% | +32.1% | -31.9% | -3.0% |
| 6M | +0.4% | +42.6% | -42.2% | -3.9% |
| YTD | +8.5% | +12.0% | -3.5% | +6.6% |
| 1Y | +4.9% | +12.2% | -7.2% | +3.0% |
| 3Y | +47.9% | +31.2% | +16.7% | +40.2% |
| 5Y | +75.7% | +54.9% | +20.8% | +60.7% |
| All | +175.2% | +334.9% | -159.7% | +119.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling