+334.3%
SPGI vs PTC
+326.2%
+8.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -0.9% | +0.8% | -1.7% | -1.1% |
| 30D | +15.5% | +0.7% | +14.8% | +15.2% |
| 3M | +15.7% | +32.6% | -16.9% | +2.2% |
| 6M | +19.1% | +33.6% | -14.5% | +4.2% |
| YTD | -4.1% | +12.4% | -16.5% | -10.6% |
| 1Y | +1.2% | +11.2% | -10.0% | -5.4% |
| 3Y | +31.6% | +31.7% | -0.1% | +11.8% |
| 5Y | +12.4% | +60.1% | -47.6% | -12.8% |
| 10Y | +334.3% | +317.2% | +17.1% | +117.9% |
| All | +334.3% | +326.2% | +8.1% | +117.9% |
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 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