+115.9%
SPG vs PTC
+317.3%
-201.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.7% | +0.5% | +2.2% | +2.6% |
| 30D | +16.6% | +0.9% | +15.7% | +16.2% |
| 3M | +8.1% | +30.4% | -22.3% | -3.1% |
| 6M | +19.3% | +34.4% | -15.1% | +4.6% |
| YTD | +31.1% | +12.6% | +18.5% | +21.9% |
| 1Y | +32.8% | +10.2% | +22.6% | +24.3% |
| 3Y | +135.8% | +29.4% | +106.4% | +100.7% |
| 5Y | +85.1% | +63.7% | +21.3% | +40.0% |
| 10Y | +115.9% | +316.9% | -200.9% | +17.3% |
| All | +115.9% | +317.3% | -201.4% | +17.3% |
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