+47.4%
SO vs PTC
-3.9%
+51.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | -0.8% |
| 7D | -0.2% | -10.3% | +10.1% | -0.2% |
| 30D | -4.6% | +1.1% | -5.7% | -4.6% |
| 3M | -3.0% | +1.6% | -4.6% | -3.0% |
| 6M | -8.3% | -13.5% | +5.2% | -8.1% |
| YTD | +3.5% | -19.1% | +22.6% | +3.8% |
| 1Y | -0.9% | -33.9% | +32.9% | -0.3% |
| All | +47.4% | -3.9% | +51.3% | +39.4% |
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 · 6 months rolling