+110.9%
SPG vs PTC
+334.9%
-224.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +4.9% | -0.2% | +5.1% | +5.0% |
| 30D | +15.6% | +0.8% | +14.8% | +15.3% |
| 3M | +4.1% | +32.1% | -28.0% | -7.2% |
| 6M | +13.6% | +42.6% | -29.1% | -2.9% |
| YTD | +27.5% | +12.0% | +15.6% | +18.8% |
| 1Y | +32.2% | +12.2% | +20.1% | +22.9% |
| 3Y | +126.0% | +31.2% | +94.8% | +91.1% |
| 5Y | +74.7% | +54.9% | +19.9% | +35.0% |
| All | +110.9% | +334.9% | -224.0% | +13.7% |
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