-63.2%
SPCH vs PTC
+67.7%
-130.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.6% | -8.1% | -7.8% |
| 7D | -13.4% | +0.1% | -13.5% | -13.5% |
| 30D | -39.6% | +1.5% | -41.2% | -39.9% |
| 3M | -1.4% | +37.8% | -39.2% | -14.5% |
| All | -63.2% | +67.7% | -130.8% | -67.9% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling