+27.6%
SOLS vs PTC
-37.1%
+64.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +0.3% | -14.2% | +14.5% | -4.0% |
| 30D | +0.9% | -14.4% | +15.3% | -3.4% |
| 3M | -20.7% | -4.7% | -15.9% | -19.7% |
| 6M | -17.7% | -19.3% | +1.6% | -18.6% |
| YTD | +27.1% | -26.1% | +53.2% | +30.2% |
| All | +27.6% | -37.1% | +64.7% | +39.2% |
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