+6,358.4%
SO vs PTC
+8,885.1%
-2,526.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | +0.1% |
| 7D | -0.1% | +1.3% | -1.4% | -0.2% |
| 30D | +8.7% | +1.1% | +7.6% | +8.6% |
| 3M | +3.4% | +30.1% | -26.8% | +1.7% |
| 6M | +3.7% | +34.0% | -30.3% | +1.7% |
| YTD | +10.0% | +12.8% | -2.8% | +8.8% |
| 1Y | +6.6% | +10.7% | -4.1% | +5.5% |
| 3Y | +52.5% | +29.6% | +22.9% | +49.0% |
| 5Y | +76.1% | +63.5% | +12.5% | +69.3% |
| 10Y | +194.9% | +316.7% | -121.8% | +167.9% |
| All | +6,358.4% | +8,885.1% | -2,526.7% | +4,217.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling