+77.5%
SO vs PTC
+62.5%
+15.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -0.9% | +0.8% | -1.8% | -1.0% |
| 30D | +4.9% | +1.2% | +3.8% | +4.9% |
| 3M | +0.8% | +32.6% | -31.8% | -0.8% |
| 6M | +0.6% | +36.1% | -35.5% | -1.2% |
| YTD | +8.7% | +12.7% | -4.0% | +8.2% |
| 1Y | +4.0% | +10.2% | -6.2% | +3.7% |
| 3Y | +50.6% | +29.4% | +21.1% | +45.0% |
| 5Y | +77.5% | +61.1% | +16.4% | +63.3% |
| All | +77.5% | +62.5% | +15.0% | +63.3% |
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