+33.8%
SOLS vs PTC
-34.9%
+68.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | -0.4% |
| 7D | +4.5% | -12.8% | +17.3% | +0.5% |
| 30D | +6.0% | -9.8% | +15.8% | +3.1% |
| 3M | -19.7% | -2.1% | -17.6% | -18.0% |
| 6M | -10.4% | -18.1% | +7.7% | -10.8% |
| YTD | +33.3% | -23.5% | +56.8% | +37.9% |
| All | +33.8% | -34.9% | +68.6% | +47.4% |
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 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