+186.8%
SO vs PTC
+326.2%
-139.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | -1.1% | +0.8% | -1.9% | -1.2% |
| 30D | +8.6% | +0.7% | +7.9% | +8.5% |
| 3M | +1.8% | +32.6% | -30.8% | -1.5% |
| 6M | +3.6% | +33.6% | -29.9% | -0.1% |
| YTD | +9.9% | +12.4% | -2.5% | +8.0% |
| 1Y | +5.7% | +11.2% | -5.5% | +3.9% |
| 3Y | +52.5% | +31.7% | +20.8% | +44.5% |
| 5Y | +77.3% | +60.1% | +17.3% | +61.5% |
| 10Y | +186.8% | +317.2% | -130.4% | +129.2% |
| All | +186.8% | +326.2% | -139.4% | +129.2% |
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 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