+77.0%
SO vs PTC
+55.9%
+21.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -1.5% | -0.2% | -1.2% | -1.5% |
| 30D | +8.1% | +0.8% | +7.3% | +8.0% |
| 3M | +0.2% | +32.1% | -31.9% | -1.3% |
| 6M | +0.4% | +42.6% | -42.2% | -1.7% |
| YTD | +8.5% | +12.0% | -3.5% | +8.1% |
| 1Y | +4.9% | +12.2% | -7.2% | +4.5% |
| 3Y | +47.9% | +31.2% | +16.7% | +42.2% |
| All | +77.0% | +55.9% | +21.1% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling