+60.3%
SPG vs PTC
+222.5%
-162.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.1% | +1.2% |
| 7D | -2.4% | -10.3% | +7.9% | +1.4% |
| 30D | -6.8% | +1.1% | -8.0% | -7.6% |
| 3M | +2.7% | +1.6% | +1.1% | +0.7% |
| 6M | +5.5% | -13.5% | +18.9% | +9.3% |
| YTD | +15.7% | -19.1% | +34.8% | +22.5% |
| 1Y | +20.9% | -33.9% | +54.7% | +37.9% |
| 3Y | +112.4% | -3.9% | +116.3% | +103.0% |
| 5Y | +101.4% | +6.0% | +95.3% | +80.5% |
| All | +60.3% | +222.5% | -162.1% | -5.5% |
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